Exact simulation problems for jump-diffusions

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Publication:2513661

DOI10.1007/s11009-013-9330-2zbMath1334.60130OpenAlexW1975146008MaRDI QIDQ2513661

Gareth O. Roberts, Flávio B. Gonçalves

Publication date: 28 January 2015

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-013-9330-2



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