Simulation of Lévy-driven models and its application in finance
type: Item
instance of: scholarly article
title: Simulation of Lévy-driven models and its application in finance
zbMATH Open document ID: 1260.91257
author: Jianqiang Hu
author: Yijie Peng
author: Rachel R. Chen
published in: Numerical Algebra, Control and Optimization
publication date: 2013-03-11T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 60G05
Mathematics Subject Classification ID: 68U20
zbMATH DE Number: 6143092
zbMATH Keywords: simulation
zbMATH Keywords: Lévy processes
zbMATH Keywords: gradient estimation
zbMATH Keywords: maximum likelihood estimation
MaRDI profile type: Publication
full work available at URL: naco.2012.2.749
OpenAlex ID: W2316506752
DOI: 10.3934/NACO.2012.2.749
description: scientific article; zbMATH DE number 6143092