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L\'evy models amenable to efficient calculations - MaRDI portal

L\'evy models amenable to efficient calculations

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Publication:6404098

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arXiv2207.02359MaRDI QIDQ6404098

Sergei Levendorskii, Svetlana Boyarchenko

Publication date: 5 July 2022

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Computational methods for problems pertaining to probability theory (60-08) Derivative securities (option pricing, hedging, etc.) (91G20) Stable stochastic processes (60G52)

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