Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
| Year of publication: |
2006
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|---|---|
| Authors: | Broadie, Mark ; Kaya, zgr |
| Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 54.2006, 2, p. 217-231
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