Exact Simulation of Jump-Diffusion Processes with Monte Carlo Applications
Work
Year: 2010
Type: article
Authors Bruno Casella, Gareth O. Roberts
Institution University of Warwick
Cites: 25
Cited by: 46
Related to: 10
FWCI: 2.726
Citation percentile (by year/subfield): 95.65
Subfield: Finance
Domain: Social Sciences
Open Access status: closed