July 7, 2014 - July 9, 2013
Coventry, United Kingdom
Not Sponsored
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.
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.