Exact Simulation of a Truncated Lévy Subordinator

DOI10.1145/3368088MaRDI QIDQ75217FDOQ75217

Yan Qu, Angelos Dassios, Jia Wei Lim

Publication date: 31 May 2020

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Cited In (1)

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