A WIENER-HOPF MONTE CARLO SIMULATION TECHNIQUE FOR LÉVY PROCESSES
| Autor: | Kuznetsov, A., Kyprianou, A. E., Pardo, J. C., van Schaik, K. |
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| Zdroj: | The Annals of Applied Probability, 2011 Dec 01. 21(6), 2171-2190. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
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| Autor: | Kuznetsov, A., Kyprianou, A. E., Pardo, J. C., van Schaik, K. |
|---|---|
| Zdroj: | The Annals of Applied Probability, 2011 Dec 01. 21(6), 2171-2190. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
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