Nicolas Massin
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Exact simulation of the first passage time through a given level of jump diffusions Mathematics and Computers in Simulation | 2022-09-29 | Paper |
| Exact simulation of the first passage time through a given level for jump diffusions (available as arXiv preprint) | 2021-06-10 | Paper |
| Approximation of exit times for one-dimensional linear diffusion processes Computers & Mathematics with Applications | 2020-11-07 | Paper |
| Exit problem for Ornstein-Uhlenbeck processes: a random walk approach Discrete and Continuous Dynamical Systems. Series B | 2020-06-04 | Paper |
| Exit problem for Ornstein-Uhlenbeck processes: a random walk approach (available as arXiv preprint) | 2019-06-04 | Paper |
Research outcomes over time
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