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Journal description
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Details for article 9 of 10 found articles
| Title: |
Multilevel Monte Carlo simulation for Lévy processes based on the Wiener–Hopf factorisation |
| Author: |
Ferreiro-Castilla, A. Kyprianou, A.E. Scheichl, R. Suryanarayana, G. |
| Appeared in: |
Stochastic processes and their applications |
| Paging: | Volume 124 (2014) nr. 2 pages 26 p. |
| Year: |
2014 |
| Contents: | |
| Publisher: |
Elsevier B.V. |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 9 of 10 found articles
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