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