Pages that link to "Item:Q2998013"
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The following pages link to Quasi-Monte Carlo Method for Infinitely Divisible Random Vectors via Series Representations (Q2998013):
Displaying 9 items.
- On simulation of tempered stable random variates (Q61358) (← links)
- A general control variate method for option pricing under Lévy processes (Q132360) (← links)
- Sample path generation of Lévy-driven continuous-time autoregressive moving average processes (Q518863) (← links)
- On series representations of infinitely divisible random vectors (Q914228) (← links)
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes (Q1980850) (← links)
- Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
- Numerical inverse Lévy measure method for infinite shot noise series representation (Q2453198) (← links)
- On the likelihood function of small time variance Gamma Lévy processes (Q5263967) (← links)
- On Monte Carlo and Quasi-Monte Carlo Methods for Series Representation of Infinitely Divisible Laws (Q5326124) (← links)