@article{montecarlosimulationforbarndorffnielsen,
  title = {Monte Carlo simulation for Barndorff-Nielsen and Shephard model under change of measure},
  author = {Takuji Arai and Yuto Imai},
  year = {2023},
  eprint = {2306.05750},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2306.05750v1},
}