On exact sampling of the first passage event of a Lévy...

Stochastic Processes and their Applications 2016 / 04 Vol. 126; Iss. 4

On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation

Chi, Zhiyi
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
126
Language:
english
Journal:
Stochastic Processes and their Applications
DOI:
10.1016/j.spa.2015.11.001
Date:
April, 2016
File:
PDF, 393 KB
english, 2016
Conversion to is in progress
Conversion to is failed