"Exact simulation of generalised Vervaat perpetuities."

Angelos Dassios, Yan Qu, Jia Wei Lim (2019)

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DOI: 10.1017/JPR.2019.6

access: closed

type: Journal Article

metadata version: 2024-05-07

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Angelos Dassios, Yan Qu, Jia Wei Lim:
Exact simulation of generalised Vervaat perpetuities. J. Appl. Probab. 56(1): 57-75 (2019)

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