Exact Sampling of Jump Diffusions (Q5166255)
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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)
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26 June 2014
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jump-diffusion process
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stochastic differential equation
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exact simulation
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exact sampling
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unbiased simulation estimator
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