A Monte Carlo algorithm for multiple stochastic integrals of stable processes (Q5885232)
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scientific article; zbMATH DE number 7671562
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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)
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3 April 2023
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Monte Carlo method
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multiple stochastic integral
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stable process
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