Unbiased simulation of distributions with explicitly known integral transforms (Q2957032)
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scientific article; zbMATH DE number 6676626
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| English | Unbiased simulation of distributions with explicitly known integral transforms |
scientific article; zbMATH DE number 6676626 |
Statements
Unbiased Simulation of Distributions with Explicitly Known Integral Transforms (English)
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20 January 2017
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Monte Carlo
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unbiased simulation
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Fourier transform
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Lévy processes
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importance sampling
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0.7487521767616272
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0.7482644319534302
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0.7463672161102295
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0.7345008850097656
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0.7243725657463074
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