A Monte Carlo algorithm for multiple stochastic integrals of stable processes

dc.contributor.author	Levina, Anna
dc.date.accessioned	2023-09-26T09:10:27Z
dc.date.available	2023-09-26T09:10:27Z
dc.date.issued	2022
dc.identifier.issn	0219-4937
dc.identifier.uri	http://hdl.handle.net/10900/145925
dc.language.iso	en	de_DE
dc.publisher	World Scientific Publ Co Pte Ltd	de_DE
dc.relation.uri	http://dx.doi.org/10.1142/S0219493722400391	de_DE
dc.subject.ddc	510	de_DE
dc.title	A Monte Carlo algorithm for multiple stochastic integrals of stable processes	de_DE
dc.type	Article	de_DE
utue.quellen.id	20230619000000_01162
utue.personen.roh	Das, Anirban
utue.personen.roh	Denker, Manfred
utue.personen.roh	Levina, Anna
utue.personen.roh	Tabacu, Lucia
dcterms.isPartOf.ZSTitelID	Stochastics and Dynamics	de_DE
dcterms.isPartOf.ZS-Issue	Article 2240039	de_DE
dcterms.isPartOf.ZS-Volume	22 (8)	de_DE
utue.fakultaet	07 Mathematisch-Naturwissenschaftliche Fakultät	de_DE