On the exact and $\varepsilon$-strong simulation of (jump) diffusions (2013)

First Author: Pollock M
Attributed to:  Inference for Diffusions and Related Processes funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1302.6964

Publication URI: https://arxiv.org/abs/1302.6964

Type: Other