Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes (Q3391972)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes |
scientific article |
Statements
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes (English)
0 references
13 August 2009
0 references
