Importance sampling for jump processes and applications to finance
type: Dataset
description: International audience
issued: 2026-05-10T10:33:10.674926
language: en
modified: 2026-05-10T10:33:10.674930
contact point: Organization
  fn: CCSD
keyword: adaptive-monte-carlo-methods
keyword: importance-sampling
keyword: infoeu-reposemanticsarticle
keyword: journal-articles
keyword: mathmath-prmathematics-mathprobability-mathpr
keyword: qfincpquantitative-finance-q-fincomputational-finance-q-fincp
keyword: qfinprquantitative-finance-q-finpricing-of-securities-q-finpr
keyword: sample-average-approximation
landing page: 1460-1559

Importance sampling for jump processes and applications to finance
type: Distribution
format: HTML
issued: 2026-05-10T10:33:10.677065
modified: 2026-05-10T10:33:10.659221
access URL: https://hal.science/hal-00842362

test_moissonnage_selune
type: Agent