Code and Data Repository for Exact Simulation of Quadratic Intensity Models

The codes can be used to generate all experimental results in this paper. All algorithms (our exact scheme) proposed in this paper are written in the form of functions based on R or MATLAB. We also provide the codes to compare the numerical experiment results by our exact scheme with discretisation scheme and projection scheme. "R_Simulation_Quadratic_OU_N.R" is the main code, and includes all algorithms proposed in our paper, and most numerical experiment results can be plotted by executing this code.