Pages that link to "Item:Q660166"
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The following pages link to Exact simulation of jump-diffusion processes with Monte Carlo applications (Q660166):
Displayed 12 items.
- On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions (Q265272) (← links)
- Brownian meanders, importance sampling and unbiased simulation of diffusion extremes (Q1939714) (← links)
- A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces (Q2042659) (← links)
- Exact simulation of the first passage time through a given level of jump diffusions (Q2079352) (← links)
- Using maximum cross section method for filtering jump-diffusion random processes (Q2187855) (← links)
- Simulated likelihood estimators for discretely observed jump-diffusions (Q2280574) (← links)
- Consistency of Bayesian nonparametric inference for discretely observed jump diffusions (Q2419674) (← links)
- Exact simulation problems for jump-diffusions (Q2513661) (← links)
- Efficiently pricing continuously monitored barrier options under stochastic volatility model with jumps (Q3174919) (← links)
- Reducing Bias in Event Time Simulations via Measure Changes (Q5085125) (← links)
- Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes (Q5219720) (← links)
- Shot noise multifractal model for turbulent pseudo-dissipation (Q5854140) (← links)