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Exact Simulation of Jump Diffusion Processes with Monte Carlo Applications

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Figure

Fig 1. This is a graphic illustration of the JEA skeleton for the model (the first and unique jump occurs
Fig 2. This is the complete realisation of the trajectory corresponding to the Skeletonhave introduced the convenient notationjin Figure 1
Fig 3. Plot of the Monte Carlo estimates and 95%-confidence intervals of E1 (resp. dashedline and dotted lines) and E3 (resp
Fig 4. Plot of the Monte Carlo estimates andported only the confidence interval of 95%-confidence intervals of E1 (resp.dashed line and dotted lines) and E3 (resp

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