Numerical techniques in Lévy fluctuation theory
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Publication:2445476
DOI10.1007/s11009-012-9296-5zbMath1291.60096MaRDI QIDQ2445476
Peter den Iseger, Naser M. Asghari, M. R. H. Mandjes
Publication date: 14 April 2014
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-012-9296-5
60G51: Processes with independent increments; Lévy processes
65T99: Numerical methods in Fourier analysis
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Uses Software
Cites Work
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