Jong Mun Lee

From MaRDI portal
Person:4598637

Available identifiers

zbMath Open lee.jong-munMaRDI QIDQ4598637

List of research outcomes





PublicationDate of PublicationType
Technical Note -- Exact simulation of the first passage time of Brownian motion to a symmetric linear boundary2020-07-12Paper
Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes2020-03-12Paper
Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices2017-12-15Paper
Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices2014-04-10Paper

Research outcomes over time

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