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Applying the Wiener-Hopf Monte Carlo Simulation Technique for Lévy Processes to Path Functionals.
Albert Ferreiro-Castilla
Kees van Schaik
Published in:
J. Appl. Probab. (2015)
Keyphrases
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monte carlo simulation
monte carlo
markov chain
higher order
additive model
special case
shortest path
process model
image processing
regression model