Correction to: ``Towards the exact simulation using hyperbolic Brownian motion

DOI10.1007/S13160-018-0319-7MaRDI QIDQ1630241zbMATH OpenOpenAlexFDO

Authors Yuuki Ida, Yuri Imamura

Publication date 7 December 2018

Published in Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13160-018-0319-7

Mathematics Subject Classification ID

Brownian motion (60J65) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites work

• Heat Kernel Bounds on Hyperbolic Space and Kleinian Groups

Cited in

(1)

• Corrigendum to: ``Simple simulation of diffusion bridges with application to likelihood inference for diffusions

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