"Exact Simulation of a Truncated Lévy Subordinator."

Angelos Dassios, Jia Wei Lim, Yan Qu (2020)

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DOI: 10.1145/3368088

access: closed

type: Journal Article

metadata version: 2022-01-08

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Angelos Dassios, Jia Wei Lim, Yan Qu:
Exact Simulation of a Truncated Lévy Subordinator. ACM Trans. Model. Comput. Simul. 30(3): 17:1-17:17 (2020)

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