Herrmann, S., & Massin, N. (2023). Exact simulation of the first passage time through a given level of jump diffusions. Mathematics and computers in simulation, 203, 553-576. https://doi.org/10.1016/j.matcom.2022.07.007
Chicago Style (17th ed.) CitationHerrmann, Samuel, and Nicolas Massin. "Exact Simulation of the First Passage Time Through a Given Level of Jump Diffusions." Mathematics and Computers in Simulation 203 (2023): 553-576. https://doi.org/10.1016/j.matcom.2022.07.007.
MLA (9th ed.) CitationHerrmann, Samuel, and Nicolas Massin. "Exact Simulation of the First Passage Time Through a Given Level of Jump Diffusions." Mathematics and Computers in Simulation, vol. 203, 2023, pp. 553-576, https://doi.org/10.1016/j.matcom.2022.07.007.
Warning: These citations may not always be 100% accurate.