%0 Journal Article %1 journals/ior/BroadieK06 %A Broadie, Mark %A Kaya, Özgür %D 2006 %J Operations Research %K dblp %N 2 %P 217-231 %T Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes. %U http://dblp.uni-trier.de/db/journals/ior/ior54.html#BroadieK06 %V 54

@article{journals/ior/BroadieK06, added-at = {2009-09-07T00:00:00.000+0200}, author = {Broadie, Mark and Kaya, Özgür}, biburl = {https://www.bibsonomy.org/bibtex/2f4ec1d4bdd9160d2c1bf4896c518fa3f/dblp}, date = {2009-09-07}, description = {dblp}, ee = {http://dx.doi.org/10.1287/opre.1050.0247}, interhash = {ef75b8427e7fad6183c88b1063e530d2}, intrahash = {f4ec1d4bdd9160d2c1bf4896c518fa3f}, journal = {Operations Research}, keywords = {dblp}, number = 2, pages = {217-231}, timestamp = {2009-09-08T11:34:41.000+0200}, title = {Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes.}, url = {http://dblp.uni-trier.de/db/journals/ior/ior54.html#BroadieK06}, volume = 54, year = 2006 }