Exact Sampling of Jump Diffusions
Work
Year: 2013
Type: article
Source: Operations Research
Authors Kay Giesecke, Dmitry Smelov
Institutions Stanford University, Goldman Sachs (United States)
Cites: 35
Cited by: 5
Related to: 10
FWCI: 0.659
Citation percentile (by year/subfield): 69.95
Subfield: Finance
Domain: Social Sciences
Open Access status: closed