Adaptive Monte Carlo Variance Reduction for Lévy Processes...

Methodology and Computing in Applied Probability 2008 / 06 Vol. 10; Iss. 2

Adaptive Monte Carlo Variance Reduction for Lévy Processes with Two-Time-Scale Stochastic Approximation

Reiichiro Kawai
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:
10
Language:
english
Pages:
25
DOI:
10.1007/s11009-007-9043-5
Date:
June, 2008
File:
PDF, 588 KB
english, 2008
Conversion to is in progress
Conversion to is failed