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"Rare-Event Simulation for Multiple Jump Events in Heavy-Tailed Lévy ..."

Xingyu Wang, Chang-Han Rhee (2020)

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DOI: 10.1109/WSC48552.2020.9383865

access: closed

type: Conference or Workshop Paper

metadata version: 2021-04-09

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Xingyu Wang, Chang-Han Rhee:
Rare-Event Simulation for Multiple Jump Events in Heavy-Tailed Lévy Processes with Infinite Activities. WSC 2020: 409-420

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