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A Wiener--Hopf Monte Carlo simulation technique for Lévy processes (2009)

First Author: Kuznetsov A

Attributed to: L\'evy processes optimal stopping problems and stochastic games funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.0912.4743

Publication URI: https://arxiv.org/abs/0912.4743

Type: Other