Efficient Monte Carlo Approach for Levy Processes and its Application to Risk Analyses

Bibliographic Information

Title
Efficient Monte Carlo Approach for Levy Processes and its Application to Risk Analyses
Author
Hiroaki Tanaka

Journal

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Details 詳細情報について

  • CRID
    1010282257429056260
  • Article Type
    journal article
  • Data Source
    • KAKEN

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