Efficient almost-exact Lévy area sampling (Q2453869)
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scientific article; zbMATH DE number 6303193
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Efficient almost-exact Lévy area sampling |
scientific article; zbMATH DE number 6303193 |
Statements
Efficient almost-exact Lévy area sampling (English)
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11 June 2014
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Lévy area
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strong simulation
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logistic expansion
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Chebyshev approximation
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Milstein method
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0.7931607365608215
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0.7763198018074036
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0.7550704479217529
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0.7506215572357178
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0.7250564098358154
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