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]
@inproceedings{Pollock15, title = {On the exact simulation of (jump) diffusion bridges}, author = {Murray Pollock}, year = {2015}, url = {http://dl.acm.org/citation.cfm?id=2888657}, researchr = {https://researchr.org/publication/Pollock15}, cites = {0}, citedby = {0}, pages = {348-359}, booktitle = {Proceedings of the 2015 Winter Simulation Conference, Huntington Beach, CA, USA, December 6-9, 2015}, publisher = {IEEE/ACM}, isbn = {978-1-4673-9741-4}, }