Simulation of Student-Lévy processes using series representations (Q1729303)

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Simulation of Student-Lévy processes using series representations
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    Simulation of Student-Lévy processes using series representations (English)
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    27 February 2019
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    Lévy process
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    Student \(t\) distribution
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    sample path simulation
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    pure jump process
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    numerical inversion
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    simulation study
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