On the Exact Simulation of (Jump) Diffusion Bridges

12 May 2015

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

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Title
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 M. Pollock Paul Fearnhead A. M. Johansen Gareth O. Roberts 98 18 0 12 Sep 2016