affine jump-diffusion

Affine Jump-Diffusions: Stochastic Stability and Limit Theorems
Xiaowei Zhang, Peter W. Glynn
Affine Jump-Diffusions: Stochastic Stability and Limit Theorems
May 11, 2017 3:30 PM — 5:00 PM Economics and Management School, Wuhan University
Affine Point Processes: Approximation and Efficient Simulation
Xiaowei Zhang, Jose Blanchet, Kay Giesecke, Peter W. Glynn
Affine Point Processes: Approximation and Efficient Simulation