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Non-Gaussian simulation using Hermite polynomial expansion: convergences and algorithms
Bénédicte Puig, Fabrice Poirion, Christian SoizeVolume:
17
Year:
2002
Language:
english
Pages:
12
DOI:
10.1016/s0266-8920(02)00010-3
File:
PDF, 459 KB
english, 2002