Pages that link to "Item:Q660166"

The following pages link to Exact simulation of jump-diffusion processes with Monte Carlo applications (Q660166):

Displaying 19 items.

• On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions (Q265272) (← links)
• A new simulation scheme of diffusion processes: Application of the Kusuoka approximation to finance problems. (Q1873069) (← links)
• Brownian meanders, importance sampling and unbiased simulation of diffusion extremes (Q1939714) (← links)
• A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces (Q2042659) (← links)
• Exact simulation of the first passage time through a given level of jump diffusions (Q2079352) (← links)
• Using maximum cross section method for filtering jump-diffusion random processes (Q2187855) (← links)
• Simulated likelihood estimators for discretely observed jump-diffusions (Q2280574) (← links)
• Consistency of Bayesian nonparametric inference for discretely observed jump diffusions (Q2419674) (← links)
• Exact simulation problems for jump-diffusions (Q2513661) (← links)
• Malliavin Monte Carlo Greeks for jump diffusions (Q2576959) (← links)
• Exact distributions in a jump-diffusion storage model. (Q2784120) (← links)
• Efficiently pricing continuously monitored barrier options under stochastic volatility model with jumps (Q3174919) (← links)
• Exact simulation of generalised Vervaat perpetuities (Q4968511) (← links)
• Reducing Bias in Event Time Simulations via Measure Changes (Q5085125) (← links)
• Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes (Q5219720) (← links)
• Exact Simulation of Brownian Diffusions with Drift Admitting Jumps (Q5738175) (← links)
• Shot noise multifractal model for turbulent pseudo-dissipation (Q5854140) (← links)
• Statistical inference for stochastic differential equations (Q6602008) (← links)
• A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes (Q6647794) (← links)