Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes (Q3391972)
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scientific article; zbMATH DE number 5594892
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| English | Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes |
scientific article; zbMATH DE number 5594892 |
Statements
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes (English)
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13 August 2009
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0.7625384330749512
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0.7431668639183044
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0.738694429397583
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0.7218717336654663
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0.7157316207885742
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