Exact Simulation Problems for Jump-Diffusions (2013)
Attributed to:
Intractable Likelihood: New Challenges from Modern Applications (ILike)
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1007/s11009-013-9330-2
Publication URI: http://dx.doi.org/10.1007/s11009-013-9330-2
Type: Journal Article/Review
Parent Publication: Methodology and Computing in Applied Probability
Issue: 4