On the exact simulation of (jump) diffusion bridges

Murray Pollock. On the exact simulation of (jump) diffusion bridges. In Proceedings of the 2015 Winter Simulation Conference, Huntington Beach, CA, USA, December 6-9, 2015. pages 348-359, IEEE/ACM, 2015. [doi]

Authors

Murray Pollock

This author has not been identified. Look up 'Murray Pollock' in Google