Exact Simulation of a Truncated Lévy Subordinator

ACM Transactions on Modeling and Computer Simulation ◽

10.1145/3368088 ◽

2020 ◽

Vol 30 (3) ◽

pp. 1-17

Author(s):

Angelos Dassios ◽

Jia Wei Lim ◽

Yan Qu

Keyword(s):

Exact Simulation

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Exact simulation of Gaussian boson sampling in polynomial space and exponential time

Physical Review Research ◽

10.1103/physrevresearch.2.023005 ◽

2020 ◽

Vol 2 (2) ◽

Author(s):

Nicolás Quesada ◽

Juan Miguel Arrazola

Keyword(s):

Polynomial Space ◽

Exact Simulation ◽

Exponential Time ◽

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A fast exact simulation method for a class of Markov jump processes

The Journal of Chemical Physics ◽

10.1063/1.4934972 ◽

2015 ◽

Vol 143 (18) ◽

pp. 184105 ◽

Author(s):

Yao Li ◽

Lili Hu

Keyword(s):

Simulation Method ◽

Jump Processes ◽

Markov Jump ◽

Exact Simulation ◽

Markov Jump Processes

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Exact and Almost Exact Simulation

Functionals of Multidimensional Diffusions with Applications to Finance - Bocconi & Springer Series ◽

10.1007/978-3-319-00747-2_6 ◽

2013 ◽

pp. 161-180

Author(s):

Jan Baldeaux ◽

Eckhard Platen

Keyword(s):

Exact Simulation

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On Exact Simulation Algorithms for Some Distributions Related to Brownian Motion and Brownian Meanders

Recent Developments in Applied Probability and Statistics ◽

10.1007/978-3-7908-2598-5_1 ◽

2010 ◽

pp. 1-35 ◽

Author(s):

Luc Devroye

Keyword(s):

Brownian Motion ◽

Exact Simulation ◽

Simulation Algorithms

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Exact Simulation of Occupation Times

Monte Carlo and Quasi-Monte Carlo Methods 2010 - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-642-27440-4_33 ◽

2012 ◽

pp. 573-587 ◽

Author(s):

Roman N. Makarov ◽

Karl Wouterloot

Keyword(s):

Occupation Times ◽

Exact Simulation

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Fast and Exact Simulation of Fractional Brownian Surfaces

Journal of Computational and Graphical Statistics ◽

10.1198/106186002466 ◽

2002 ◽

Vol 11 (3) ◽

pp. 587-599 ◽

Author(s):

Michael L Stein

Keyword(s):

Exact Simulation

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Exact simulation of reciprocal Archimedean copulas

Statistics & Probability Letters ◽

10.1016/j.spl.2018.05.020 ◽

2018 ◽

Vol 141 ◽

pp. 68-73

Author(s):

Jan-Frederik Mai

Keyword(s):

Archimedean Copulas ◽

Exact Simulation

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Exact Simulation for Fork-Join Networks with Heterogeneous Service

International Journal of Statistics and Probability ◽

10.5539/ijsp.v4n1p19 ◽

2014 ◽

Vol 4 (1) ◽

Author(s):

Hongsheng Dai

Keyword(s):

Exact Simulation ◽

Heterogeneous Service

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A Simple and Exact Simulation Approach to Heston Model

SSRN Electronic Journal ◽

10.2139/ssrn.1153950 ◽

2008 ◽

Author(s):

Jianwei Zhu

Keyword(s):

Heston Model ◽

Simulation Approach ◽

Exact Simulation

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Fast and exact simulation of Gaussian random fields defined on the sphere cross time

Statistics and Computing ◽

10.1007/s11222-019-09873-1 ◽

2019 ◽

Vol 30 (1) ◽

pp. 187-194 ◽

Author(s):

Francisco Cuevas ◽

Denis Allard ◽

Emilio Porcu

Keyword(s):

Random Fields ◽

Gaussian Random Fields ◽

Exact Simulation

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