On the exact and $\varepsilon$-strong simulation of (jump) diffusions (2016)
Attributed to:
Sequential Monte Carlo: Towards Degeneracy-Free Methods
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.3150/14-bej676
Publication URI: http://dx.doi.org/10.3150/14-bej676
Type: Journal Article/Review
Parent Publication: Bernoulli
Issue: 2