On Monte Carlo and Quasi-Monte Carlo Methods for Series Representation of Infinitely Divisible Laws (Q5326124)
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scientific article; zbMATH DE number 6193379
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Monte Carlo and Quasi-Monte Carlo Methods for Series Representation of Infinitely Divisible Laws |
scientific article; zbMATH DE number 6193379 |
Statements
On Monte Carlo and Quasi-Monte Carlo Methods for Series Representation of Infinitely Divisible Laws (English)
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31 July 2013
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infinitely divisible random vectors
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Lévy processes
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Monte Carlo simulations
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variance reduction
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importance sampling
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quasi-Monte Carlo
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numerical results
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