Simulating Lévy Processes from Their Characteristic Functions and Financial Applications
Academic Article
Overview
publication date
- August 1, 2012
published in
Identity
Digital Object Identifier (DOI)
Additional Document Info
has global citation frequency
- https://vivo.tib.eu/demo/individual/gcf_W3123817978 Global Citation Count
start page
- 1
end page
- 26
volume
- 22
issue
- 3