Exact Sampling of Jump Diffusions (Q5166255): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4380795311 / rank | |||
Normal rank | |||
Latest revision as of 23:33, 19 March 2024
scientific article; zbMATH DE number 6308813
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact Sampling of Jump Diffusions |
scientific article; zbMATH DE number 6308813 |
Statements
Exact Sampling of Jump Diffusions (English)
0 references
26 June 2014
0 references
jump-diffusion process
0 references
stochastic differential equation
0 references
exact simulation
0 references
exact sampling
0 references
unbiased simulation estimator
0 references
