Pages that link to "Item:Q2879519"
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The following pages link to Exact simulation of point processes with stochastic intensities (Q2879519):
Displaying 16 items.
- Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
- Exact simulation of Hawkes process with exponentially decaying intensity (Q743034) (← links)
- Exact simulation of IG-OU processes (Q1042535) (← links)
- Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model (Q1713775) (← links)
- Exact simulation of two-parameter Poisson-Dirichlet random variables (Q2042754) (← links)
- Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems (Q2076899) (← links)
- Optimal liquidation problem in illiquid markets (Q2242363) (← links)
- Simulation study of dissimilarity between point processes (Q2463659) (← links)
- Perfect Sampling of Hawkes Processes and Queues with Hawkes Arrivals (Q5084490) (← links)
- Reducing Bias in Event Time Simulations via Measure Changes (Q5085125) (← links)
- Optimal Market Making under Partial Information with General Intensities (Q5126677) (← links)
- An Optimal Callback Policy for General Arrival Processes: A Pathwise Analysis (Q5131461) (← links)
- Efficient simulation of Lévy-driven point processes (Q5203972) (← links)
- An intensity model for credit risk with switching Lévy processes (Q5245904) (← links)
- Simulations of Some Doubly Stochastic Poisson Point Processes (Q5418897) (← links)
- Personalized dynamic treatment regimes in continuous time: a Bayesian approach for optimizing clinical decisions with timing (Q6121782) (← links)
