Optimal Importance Sampling Parameter Search for Lévy Processes via Stochastic Approximation

DOI10.1137/070680564zbMath1190.65009OpenAlexW2100100053MaRDI QIDQ5305932

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Publication date: 24 March 2010

Published in: (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/b39b2a9d3552cf529afbbe2186c15c945ebb05bd

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