"Exact simulation of the first passage time through a given level of jump ..."

Samuel Herrmann, Nicolas Massin (2023)

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DOI: 10.1016/J.MATCOM.2022.07.007

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type: Journal Article

metadata version: 2022-10-26

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Samuel Herrmann, Nicolas Massin:
Exact simulation of the first passage time through a given level of jump diffusions. Math. Comput. Simul. 203: 553-576 (2023)

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