Exact simulation of generalised Vervaat perpetuities

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Publication:4968511

DOI10.1017/JPR.2019.6zbMath1418.60040OpenAlexW2913975020MaRDI QIDQ4968511

Jia Wei Lim, Angelos Dassios, Yan Qu

Publication date: 15 July 2019

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/91489/1/Dassios_Exact-simulation-of-generalised.pdf




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