Unbiased Simulation of Distributions with Explicitly Known Integral Transforms (Q2957032)
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Language | Label | Description | Also known as |
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English | Unbiased Simulation of Distributions with Explicitly Known Integral Transforms |
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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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