Approximate Wiener--Hopf Factorization and Monte Carlo Methods for Lévy Processes

From MaRDI portal
Publication:5232086

DOI10.1137/S0040585X97T989441zbMath1479.60098OpenAlexW2965719463MaRDI QIDQ5232086

O. E. Kudryavtsev

Publication date: 29 August 2019

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t989441




Related Items (3)




Cites Work




This page was built for publication: Approximate Wiener--Hopf Factorization and Monte Carlo Methods for Lévy Processes