Simulation of Student-Lévy processes using series representations (Q1729303)
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scientific article; zbMATH DE number 7030209
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Simulation of Student-Lévy processes using series representations |
scientific article; zbMATH DE number 7030209 |
Statements
Simulation of Student-Lévy processes using series representations (English)
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27 February 2019
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Lévy process
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Student \(t\) distribution
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sample path simulation
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pure jump process
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numerical inversion
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simulation study
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0.7624323964118958
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0.7550642490386963
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0.752510666847229
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0.7452508211135864
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0.7431039214134216
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