Affine Point Processes: Approximation and Efficient Simulation (Q3465933)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Affine Point Processes: Approximation and Efficient Simulation |
scientific article |
Statements
Affine Point Processes: Approximation and Efficient Simulation (English)
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29 January 2016
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affine point processes
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central limit theorem
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large deviations
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affine jump diffusion
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rare-event simulation
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