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"An importance sampling method based on the density transformation of ..."

Reiichiro Kawai (2006)

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DOI: 10.1515/156939606777488833

access: closed

type: Journal Article

metadata version: 2020-07-03

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Reiichiro Kawai:
An importance sampling method based on the density transformation of Lévy processes. Monte Carlo Methods Appl. 12(2): 171-186 (2006)

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