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

27 February 2013

Papers citing "On the exact and $\varepsilon$-strong simulation of (jump) diffusions"

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Title
$$\varepsilon$-strong simulation of the convex minorants of stable processes and meanders$ $\varepsilon$ -strong simulation of the convex minorants of stable processes and meanders Jorge Ignacio González Cázares Aleksandar Mijatović Gerónimo Uribe Bravo 58 4 0 29 Oct 2019
ε-Strong simulation of the Brownian path A. Beskos Stefano Peluchetti Gareth O. Roberts 139 18 0 01 Oct 2011
Closed-form likelihood expansions for multivariate diffusions Yacine Ait-Sahalia 87 494 0 04 Apr 2008