Forward or backward simulation? A comparative study (Q5139227)
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scientific article; zbMATH DE number 7282773
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward or backward simulation? A comparative study |
scientific article; zbMATH DE number 7282773 |
Statements
Forward or backward simulation? A comparative study (English)
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7 December 2020
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backward Monte Carlo simulations
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Lévy processes
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time-changed Ornstein-Uhlenbeck processes
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energy derivatives
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