On Monte Carlo and Quasi-Monte Carlo Methods for Series Representation of Infinitely Divisible Laws (Q5326124)
From MaRDI portal
scientific article; zbMATH DE number 6193379
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Monte Carlo and Quasi-Monte Carlo Methods for Series Representation of Infinitely Divisible Laws |
scientific article; zbMATH DE number 6193379 |
Statements
On Monte Carlo and Quasi-Monte Carlo Methods for Series Representation of Infinitely Divisible Laws (English)
0 references
31 July 2013
0 references
infinitely divisible random vectors
0 references
Lévy processes
0 references
Monte Carlo simulations
0 references
variance reduction
0 references
importance sampling
0 references
quasi-Monte Carlo
0 references
numerical results
0 references
