The hybrid exact scheme for the simulation of first-passage times of jump-diffusions with time-dependent thresholds

Fuente: arXiv

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Bibliographic Details
Main Authors:	Desmettre, Sascha, Khurana, Devika, Meddah, Amira
Format:	Preprint
Published:	2025
Subjects:	Statistical Mechanics Probability 37M05, 65C20, 60G05, 60H35, 92C20
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2511.00155