New methods of simulating Lévy processes (Q1620568)
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scientific article; zbMATH DE number 6979087
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | New methods of simulating Lévy processes |
scientific article; zbMATH DE number 6979087 |
Statements
New methods of simulating Lévy processes (English)
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13 November 2018
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Lévy process
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algorithm
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simulation
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0.8577674031257629
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0.8247144818305969
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0.8103163838386536
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0.8059598803520203
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0.8029209971427917
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