"Optimal Importance Sampling Parameter Search for Lévy Processes via ..."

Reiichiro Kawai (2008)

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DOI: 10.1137/070680564

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type: Journal Article

metadata version: 2020-05-11

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Reiichiro Kawai:
Optimal Importance Sampling Parameter Search for Lévy Processes via Stochastic Approximation. SIAM J. Numer. Anal. 47(1): 293-307 (2008)

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