Exact sampling of jump diffusions (Q5166255)
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scientific article; zbMATH DE number 6308813
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| English | Exact sampling of jump diffusions |
scientific article; zbMATH DE number 6308813 |
Statements
Exact Sampling of Jump Diffusions (English)
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26 June 2014
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jump-diffusion process
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stochastic differential equation
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exact simulation
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exact sampling
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unbiased simulation estimator
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0.862007737159729
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0.8544429540634155
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0.8404173851013184
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0.8347539901733398
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0.8285950422286987
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