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Exact Simulation of a Truncated Lévy Subordinator - MaRDI portal

Exact Simulation of a Truncated Lévy Subordinator

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Publication:75217

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DOI10.1145/3368088MaRDI QIDQ75217

Yan Qu, Angelos Dassios, Jia Wei Lim

Publication date: 31 May 2020

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

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