Exact Simulation of a Truncated Lévy Subordinator (Q75217)

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scientific article
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English
Exact Simulation of a Truncated Lévy Subordinator
scientific article

    Statements

    DOI
    10.1145/3368088
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    volume
    30
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    issue
    3
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    page(s)
    1-17
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    publication date
    31 May 2020
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    author
    Angelos Dassios
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    Jia Wei Lim
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    Yan Qu
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