Computational Methods for Jump Processes
Workshop on Computational Methods for Jump Processes
July 7, 2014 – July 9, 2013
Coventry, United Kingdom
The aim of this workshop is to highlight the recent advances in the estimation and the simulation of jump diffusions. The most recent achievements in inference of jump diffusions will be considered, such as series approximation, perfect simulation algorithms, sequential Monte Carlo methods and spectral based simulation methods.
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