Nicolas Massin

According to our database1, Nicolas Massin authored at least 2 papers between 2020 and 2023.

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Bibliography

2023
Exact simulation of the first passage time through a given level of jump diffusions.
Math. Comput. Simul., 2023

2020
Approximation of exit times for one-dimensional linear diffusion processes.
Comput. Math. Appl., 2020


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