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Exact Simulation Problems for Jump-Diffusions (2013)

First Author: Gonçalves F

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