Nicolas Massin

Available identifiers

zbMath Open massin.nicolasMaRDI QIDQ2079351

List of research outcomes

Publication	Date of Publication	Type
Exact simulation of the first passage time through a given level of jump diffusions	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	2020-11-07	Paper
Exit problem for Ornstein-Uhlenbeck processes: a random walk approach	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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