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Number of items: 3.

Casella, Bruno and Roberts, Gareth O.. (2011) Exact simulation of jump-diffusion processes with Monte Carlo applications. Methodology and Computing in Applied Probability, Vol.13 (No.3). pp. 449-473. ISSN 1387-5841

Casella, Bruno and Roberts, Gareth O. (2008) Exact Monte Carlo simulation of killed diffusions. Advances in Applied Probability, Vol.40 (No.1). pp. 273-291. ISSN 0001-8678

Peluchetti, Stefano, Roberts, Gareth O. and Casella, Bruno (2008) The strong weak convergence of the quasi-EA. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2008).

This list was generated on Wed May 22 18:41:17 2013 BST.
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