Variance-gamma and Monte Carlo (Q5506181)
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scientific article; zbMATH DE number 5499191
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Variance-gamma and Monte Carlo |
scientific article; zbMATH DE number 5499191 |
Statements
28 January 2009
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variance-gamma process
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Levy process
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Monte Carlo simulation
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variance reduction
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Greece
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importance sampling
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0.8416659832000732
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0.8414998054504395
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0.8229402303695679
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0.8098036050796509
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0.8029550313949585
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