Exact Sampling of Jump Diffusions

Operations Research 2013 / 08 Vol. 61; Iss. 4

Exact Sampling of Jump Diffusions

Giesecke, Kay, Smelov, Dmitry
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Volume:
61
Language:
english
Journal:
Operations Research
DOI:
10.1287/opre.2013.1191
Date:
August, 2013
File:
PDF, 321 KB
english, 2013
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