Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
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Publication:3391972
DOI10.1287/opre.1050.0247zbMath1167.91363OpenAlexW2106198262MaRDI QIDQ3391972
Publication date: 13 August 2009
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/5a0952df73e4150cf953d1bb6787888c720fab55
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