Random variate generation by numerical inversion when only the density is known
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Publication:4635155
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- scientific article; zbMATH DE number 24085
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- scientific article; zbMATH DE number 1746533 (Why is no real title available?)
- Continuous random variate generation by fast numerical inversion
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- Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions
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- Comparison of low discrepancy mesh methods for pricing Bermudan options under a Lévy process
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