"Affine Point Processes: Approximation and Efficient Simulation."

Xiaowei Zhang et al. (2015)

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DOI: 10.1287/MOOR.2014.0696

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type: Journal Article

metadata version: 2024-08-04

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Xiaowei Zhang, Jose H. Blanchet, Kay Giesecke, Peter W. Glynn:
Affine Point Processes: Approximation and Efficient Simulation. Math. Oper. Res. 40(4): 797-819 (2015)

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