A Monte Carlo algorithm for multiple stochastic integrals of stable processes

Author:

Das, Anirban; Denker, Manfred; Levina, Anna; Tabacu, Lucia

Tübinger Autor(en):

Published in:

Stochastics and Dynamics (2022), Bd. 22 (8), Article 2240039

Verlagsangabe:

World Scientific Publ Co Pte Ltd

Language:

English

Full text:

ISSN:

0219-4937

DDC Classifikation:

510 - Mathematics

Dokumentart:

Article

This item appears in the following Collection(s)