Discussion of `On simulation and properties of the stable law' by Devroye and James

DOI10.1007/s10260-014-0266-7zbMath1332.65007OpenAlexW2053316814MaRDI QIDQ257657

Frank J. Fabozzi, Michele Leonardo Bianchi

Publication date: 17 March 2016

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-014-0266-7

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Monte Carlo methods (65C05) Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Random number generation in numerical analysis (65C10)

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