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"Applying the Wiener-Hopf Monte Carlo Simulation Technique for Lévy ..."
Albert Ferreiro-Castilla, Kees van Schaik (2015)
- Albert Ferreiro-Castilla, Kees van Schaik:
Applying the Wiener-Hopf Monte Carlo Simulation Technique for Lévy Processes to Path Functionals. J. Appl. Probab. 52(1): 129-148 (2015)
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