Pages that link to "Item:Q5738175"
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The following pages link to Exact Simulation of Brownian Diffusions with Drift Admitting Jumps (Q5738175):
Displaying 13 items.
- An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers (Q254492) (← links)
- On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions (Q265272) (← links)
- Towards the exact simulation using hyperbolic Brownian motion (Q1684776) (← links)
- Diagonalization of 1-D differential operators with piecewise constant coefficients using the uncertainty principle (Q1997334) (← links)
- Multilayer heat equations and their solutions via oscillating integral transforms (Q2145027) (← links)
- A note on the exact simulation of spherical Brownian motion (Q2197609) (← links)
- Extreme at-the-money skew in a local volatility model (Q2274223) (← links)
- Approximation for non-smooth functionals of stochastic differential equations with irregular drift (Q2405375) (← links)
- Exact simulation of Bessel diffusions (Q3068185) (← links)
- Exact Sampling of Jump Diffusions (Q5166255) (← links)
- Exact simulation for solutions of one-dimensional Stochastic Differential Equations with discontinuous drift (Q5174375) (← links)
- Analytic Expressions of the Solutions of Advection-Diffusion Problems in One Dimension with Discontinuous Coefficients (Q5197539) (← links)
- Weak Approximation for a Black-Scholes Type Regime Switching Model (Q6671994) (← links)
