Pages that link to "Item:Q5387088"

The following pages link to Exact Monte Carlo simulation of killed diffusions (Q5387088):

Displaying 13 items.

• Exact simulation of jump-diffusion processes with Monte Carlo applications (Q660166) (← links)
• Bayesian parameter inference for partially observed stopped processes (Q892438) (← links)
• Inference and rare event simulation for stopped Markov processes via reverse-time sequential Monte Carlo (Q1702290) (← links)
• \(\varepsilon\)-strong simulation of the Brownian path (Q1932226) (← links)
• Extended Black and Scholes model under bankruptcy risk (Q2011269) (← links)
• Exact simulation of the first passage time through a given level of jump diffusions (Q2079352) (← links)
• Exact simulation for the first hitting time of Brownian motion and Brownian bridge (Q2105352) (← links)
• Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk (Q2667616) (← links)
• Exact simulation of coupled Wright–Fisher diffusions (Q5013242) (← links)
• Parameter identification for a stochastic logistic growth model with extinction (Q5084735) (← links)
• Exact Simulation for Diffusion Bridges: An Adaptive Approach (Q5169729) (← links)
• Asymptotic Equivalence Between Boundary Perturbations and Discrete Exit Times: Application to Simulation Schemes (Q5326101) (← links)
• Strong approximation of Bessel processes (Q6164838) (← links)