On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions (Q265272): Difference between revisions

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+Closed-form likelihood expansions for multivariate diffusions
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+A Modification of the Sequential Probability Ratio Test to Reduce the Sample Size
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+Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
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+\(\varepsilon\)-strong simulation of the Brownian path
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+Exact simulation of diffusions
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+Exact simulation of jump-diffusion processes with Monte Carlo applications
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+Exact Sampling of Jump Diffusions
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