A Wiener-Hopf Monte Carlo simulation technique for Lévy process

A Kuzntsov, Andreas E Kyprianou, Juan-Carlos Pardo, Kees Van Schaik

Research output: Contribution to journal › Article › peer-review

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LEVY PROCESSES OPTIMAL STOPPING PROBLEMS AND STOCHASTIC GAME S
Kyprianou, A. (PI)
Engineering and Physical Sciences Research Council
1/01/07 → 31/12/09
Project: Research council