Nicolas Massin
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Person:2079351
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 | 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 | 2019-06-04 | Paper |
Research outcomes over time
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