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.