New methods of simulating Lévy processes
type: Item
instance of: scholarly article
title: New methods of simulating Lévy processes
zbMATH Open document ID: 1400.60069
author: Jing Zheng
author: Zhengyan Lin
author: Changqing Tong
author: Rendao Ye
published in: Physica A
publication date: 2018-11-13T00:00:00Z
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 6979087
zbMATH Keywords: Lévy process
zbMATH Keywords: algorithm
zbMATH Keywords: simulation
MaRDI profile type: Publication
full work available at URL: j.physa.2017.01.031
OpenAlex ID: W2568018813
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DOI: 10.1016/J.PHYSA.2017.01.031
description: scientific article; zbMATH DE number 6979087