Universal Monte Carlo method for Lévy processes and their extrema (Q6645006)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Universal Monte Carlo method for Lévy processes and their extrema |
scientific article; zbMATH DE number 7950731
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Universal Monte Carlo method for Lévy processes and their extrema |
scientific article; zbMATH DE number 7950731 |
Statements
Universal Monte Carlo method for Lévy processes and their extrema (English)
0 references
28 November 2024
0 references
Lévy processes
0 references
Monte Carlo method
0 references
extremum processes
0 references
integral transforms
0 references
Wiener-Hopf factorization
0 references
0 references
0 references
0 references
