Sampling exponentially tilted stable distributions - Research Collection

Metadata only

Author

Hofert, Marius

Date

2011-12

Type

Journal Article

Citations

Cited 6 times in Web of Science

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1145/2043635.2043638

Journal / series

ACM transactions on modeling and computer simulation

Volume

22(1)

Pages / Article No.

3

Publisher

Association for Computing Machinery

Subject

Stable distributions; Exponentially tilted stable distributions; Laplace-Stieltjes transforms; Sampling algorithms

Organisational unit

03288 - Embrechts, Paul

Notes

.

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Show all metadata

Citations

Cited 6 times in Web of Science

ETH Bibliography

yes

Altmetrics