Markov Chain Monte Carlo simulation of the distribution of some perpetuities (Q4257252)
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scientific article; zbMATH DE number 1321756
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov Chain Monte Carlo simulation of the distribution of some perpetuities |
scientific article; zbMATH DE number 1321756 |
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Markov Chain Monte Carlo simulation of the distribution of some perpetuities (English)
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17 February 2002
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present value
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Lévy process
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Markov chain Monte Carlo simulation
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