A Monte Carlo algorithm for multiple stochastic integrals of stable processes

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A Monte Carlo algorithm for multiple stochastic integrals of stable processes

Author: Das, Anirban; Denker, Manfred; Levina, Anna; Tabacu, Lucia
Tübinger Autor(en):
Levina, Anna
Published in: Stochastics and Dynamics (2022), Bd. 22 (8), Article 2240039
Verlagsangabe: World Scientific Publ Co Pte Ltd
Language: English
Full text: http://dx.doi.org/10.1142/S0219493722400391
ISSN: 0219-4937
DDC Classifikation: 510 - Mathematics
Dokumentart: Article
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