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On the exact and $\varepsilon$-strong simulation of (jump) diffusions
Pollock, Murray, Johansen, Adam M., Roberts, Gareth O.Volume:
22
Language:
english
Journal:
Bernoulli
DOI:
10.3150/14-BEJ676
Date:
May, 2016
File:
PDF, 2.09 MB
english, 2016