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"Simulating Lévy Processes from Their Characteristic Functions and ..."

Zisheng Chen, Liming Feng, Xiong Lin (2012)

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DOI: 10.1145/2331140.2331142

access: closed

type: Journal Article

metadata version: 2018-11-06

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Zisheng Chen, Liming Feng, Xiong Lin:
Simulating Lévy Processes from Their Characteristic Functions and Financial Applications. ACM Trans. Model. Comput. Simul. 22(3): 14:1-14:26 (2012)

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