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"Simulation of a Lévy process by PCA sampling to reduce the ..."
Pierre L'Ecuyer, Jean-Sebastien Parent-Chartier, Maxime Dion (2008)
- Pierre L'Ecuyer, Jean-Sebastien Parent-Chartier, Maxime Dion:
Simulation of a Lévy process by PCA sampling to reduce the effective dimension. WSC 2008: 436-443
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