Unbiased Simulation of Distributions with Explicitly Known Integral Transforms (Q2957032)

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Unbiased Simulation of Distributions with Explicitly Known Integral Transforms
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    Unbiased Simulation of Distributions with Explicitly Known Integral Transforms (English)
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    20 January 2017
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    Monte Carlo
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    unbiased simulation
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    Fourier transform
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    Lévy processes
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    importance sampling
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