The following pages link to Jong Mun Lee (Q4598637):
Displayed 3 items.
- Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices (Q2444649) (← links)
- Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes (Q5219720) (← links)
- Technical Note -- Exact simulation of the first passage time of Brownian motion to a symmetric linear boundary (Q6344912) (← links)