Approximate Wiener--Hopf Factorization and Monte Carlo Methods for Lévy Processes (Q5232086)
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scientific article; zbMATH DE number 7099808
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate Wiener--Hopf Factorization and Monte Carlo Methods for Lévy Processes |
scientific article; zbMATH DE number 7099808 |
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Approximate Wiener--Hopf Factorization and Monte Carlo Methods for Lévy Processes (English)
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29 August 2019
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Lévy processes
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Wiener-Hopf factorization
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numerical methods
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Monte Carlo methods
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Laplace transform
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