Universal Monte Carlo method for Lévy processes and their extrema (Q6645006)
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scientific article; zbMATH DE number 7950731
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Universal Monte Carlo method for Lévy processes and their extrema |
scientific article; zbMATH DE number 7950731 |
Statements
Universal Monte Carlo method for Lévy processes and their extrema (English)
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28 November 2024
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Lévy processes
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Monte Carlo method
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extremum processes
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integral transforms
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Wiener-Hopf factorization
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0.8560603260993958
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0.7871788740158081
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0.775184690952301
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0.7709201574325562
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