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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)

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DOI: 10.1109/WSC.2008.4736098

access: closed

type: Conference or Workshop Paper

metadata version: 2021-06-10

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  dblp key:
  - conf/wsc/LEcuyerPD08
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  persistent URL:
  - https://dblp.org/rec/conf/wsc/LEcuyerPD08
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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