A Monte Carlo algorithm for multiple stochastic integrals of stable processes (Q5885232)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Monte Carlo algorithm for multiple stochastic integrals of stable processes |
scientific article; zbMATH DE number 7671562
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Monte Carlo algorithm for multiple stochastic integrals of stable processes |
scientific article; zbMATH DE number 7671562 |
Statements
A Monte Carlo algorithm for multiple stochastic integrals of stable processes (English)
0 references
3 April 2023
0 references
Monte Carlo method
0 references
multiple stochastic integral
0 references
stable process
0 references
