"Exact Sampling of Jump Diffusions."

Kay Giesecke, Dmitry Smelov (2013)

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DOI: 10.1287/OPRE.2013.1191

access: closed

type: Journal Article

metadata version: 2024-05-07

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Kay Giesecke, Dmitry Smelov:
Exact Sampling of Jump Diffusions. Oper. Res. 61(4): 894-907 (2013)

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