"Exact Simulation of Point Processes with Stochastic Intensities."

Kay Giesecke, Hossein Kakavand, Mohammad Mousavi (2011)

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DOI: 10.1287/OPRE.1110.0962

access: closed

type: Journal Article

metadata version: 2024-05-07

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Kay Giesecke, Hossein Kakavand, Mohammad Mousavi:
Exact Simulation of Point Processes with Stochastic Intensities. Oper. Res. 59(5): 1233-1245 (2011)

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