"Unbiased Simulation Estimators for Jump-Diffusions."

Guanting Chen, Alexander D. Shkolnik, Kay Giesecke (2019)

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DOI: 10.1109/WSC40007.2019.9004767

access: closed

type: Conference or Workshop Paper

metadata version: 2020-02-25

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Guanting Chen, Alexander D. Shkolnik, Kay Giesecke:
Unbiased Simulation Estimators for Jump-Diffusions. WSC 2019: 890-901

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