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Applying the Wiener-Hopf Monte Carlo Simulation Technique for Lévy Processes to Path Functionals.

Albert Ferreiro-CastillaKees van Schaik
Published in: J. Appl. Probab. (2015)
Keyphrases
  • monte carlo simulation
  • monte carlo
  • markov chain
  • higher order
  • additive model
  • special case
  • shortest path
  • process model
  • image processing
  • regression model