Pages that link to "Item:Q4371861"
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The following pages link to The normal inverse gaussian lévy process: simulation and approximation (Q4371861):
Displaying 4 items.
- Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes (Q3424322) (← links)
- A risk model driven by Lévy processes (Q4827960) (← links)
- Error Bounds for Small Jumps of Lévy Processes (Q4915651) (← links)
- Point process simulation of generalised hyperbolic Lévy processes (Q6190653) (← links)