Simulation of stochastic integrals with respect to Lévy processes of type G. (Q2574503)
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scientific article; zbMATH DE number 2233699
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| English | Simulation of stochastic integrals with respect to Lévy processes of type G. |
scientific article; zbMATH DE number 2233699 |
Statements
Simulation of stochastic integrals with respect to Lévy processes of type G. (English)
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29 November 2005
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type G distribution
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variance mixture
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shot noise representation
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stochastic time change
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subordination
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0.89432544
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0.8886483
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0.88687867
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0.8816932
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0.87795496
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0.87103474
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0.8660037
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0.86492485
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