Importance sampling for jump processes and applications to finance
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 1460-1559 |
| Author | Badouraly Kassim, Laetitia, Lelong, Jérôme, Loumrhari, Imane |
| Maintainer | CCSD |
| Last Updated | May 10, 2026, 10:33 (UTC) |
| Created | May 10, 2026, 10:33 (UTC) |
| Identifier | hal-00842362 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Statistique Apprentissage Machine (SAM) ; Laboratoire Jean Kuntzmann (LJK) ; Université Pierre Mendès France - Grenoble 2 (UPMF)-Université Joseph Fourier - Grenoble 1 (UJF)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP)-Centre National de la Recherche Scientifique (CNRS)-Université Pierre Mendès France - Grenoble 2 (UPMF)-Université Joseph Fourier - Grenoble 1 (UJF)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP)-Centre National de la Recherche Scientifique (CNRS) |
| creator | Badouraly Kassim, Laetitia |
| date | 2015-12-10T00:00:00 |
| harvest_object_id | fa73be55-963d-4367-8ec0-a9e6da6e94dc |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2025-09-28T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/arxiv/1307.2218 |
| set_spec | type:ART |