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On the Exact Simulation of (Jump) Diffusion Bridges

On the Exact Simulation of (Jump) Diffusion Bridges

M. Pollock
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Papers citing "On the Exact Simulation of (Jump) Diffusion Bridges"

2 / 2 papers shown
Title
Simulating bridges using confluent diffusions
Simulating bridges using confluent diffusions
Paul A. Jenkins
M. Pollock
Gareth O. Roberts
Michael Sørensen
28
5
0
25 Mar 2019
Quasi-stationary Monte Carlo and the ScaLE Algorithm
Quasi-stationary Monte Carlo and the ScaLE Algorithm
M. Pollock
Paul Fearnhead
A. M. Johansen
Gareth O. Roberts
98
18
0
12 Sep 2016