Work

Code and Data Repository for Exact Simulation of Quadratic Intensity Models

Year: 2024

Type: article

Source: INFORMS journal on computing

DOI: 10.1287/ijoc.2023.0323.cd

Authors: Yan Qu, Angelos Dassios, Anxin Liu, Hongbiao Zhao

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4403909433

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