Exact Sampling of Jump Diffusions
| Year of publication: |
2013
|
|---|---|
| Authors: | Giesecke, Kay ; Smelov, Dmitry |
| Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 61.2013, 4, p. 894-907
|