Unbiased Simulation Estimators for Multivariate Jump-Diffusions (Q6382004)

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scientific article; zbMATH DE number 900493909
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Unbiased Simulation Estimators for Multivariate Jump-Diffusions
scientific article; zbMATH DE number 900493909

    Statements

    publication date
    2 November 2021
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    arXiv classification
    math.PR
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    author
    Guanting Chen
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    Alex Shkolnik
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    Kay Giesecke
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    Identifiers

    arXiv ID
    2111.01846
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