Unbiased Simulation of Distributions with Explicitly Known Integral Transforms (Q2957032)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Unbiased Simulation of Distributions with Explicitly Known Integral Transforms |
scientific article |
Statements
Unbiased Simulation of Distributions with Explicitly Known Integral Transforms (English)
0 references
20 January 2017
0 references
Monte Carlo
0 references
unbiased simulation
0 references
Fourier transform
0 references
Lévy processes
0 references
importance sampling
0 references