Academic Thesis

Basic information

Name Imai Yuto
Belonging department
Occupation name
researchmap researcher code 7000007449
researchmap agency Japan System Techniques Univesity

Title

Monte Carlo simulation for Barndorff-Nielsen and Shephard model under change of measure
Mathematics and Computers in Simulation

Bibliography Type

Joint Author

Author

Takuji Arai and <U>Yuto Imai</U>

OwnerRoles

Summary

Magazine(name)

Mathematics and Computers in Simulation

Publisher

Elsevier

Volume

Number Of Pages

StartingPage

EndingPage

Date of Issue

2024

Referee

Exist

Invited

Language

Thesis Type

Research papers (academic journals)

International Journal

International

International Collaboration

ISSN

eISSN

ISBN

DOI

URL

Format

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