Sampling exponentially tilted stable distributions
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Date
2011-12Type
- Journal Article
Publication status
publishedExternal links
Journal / series
ACM Transactions on Modeling and Computer SimulationVolume
Pages / Article No.
Publisher
Association for Computing MachinerySubject
Stable distributions; Exponentially tilted stable distributions; Laplace-Stieltjes transforms; Sampling algorithmsOrganisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
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