Unbiased Simulation Estimators for Multivariate Jump-Diffusions

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Unbiased Simulation Estimators for Multivariate Jump-Diffusions (scientific article from arXiv)

MaRDI QIDQ7135407arXivFDO

Authors Guanting Chen, Alex Shkolnik, Kay Giesecke

Publication date 2021

Published in arXiv


arXiv classification

math.PR















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