Likelihood ratio gradient estimation for Meixner distribution and Lévy processes (Q2512758): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood ratio gradient estimation for Meixner distribution and Lévy processes |
scientific article |
Statements
Likelihood ratio gradient estimation for Meixner distribution and Lévy processes (English)
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30 January 2015
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acceptance-rejection sampling
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Esscher density transform
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Greeks
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Lévy process
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likelihood ratio method
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Meixner distribution
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Meixner process
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Monte Carlo simulation
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