OpenAlex
Approximate Wiener--Hopf Factorization and Monte Carlo Methods for Lévy Processes
Work
Year: 2019
Type: article
Source: Theory of Probability and Its Applications
Author Oleg Kudryavtsev
Cites: 26
Cited by: 12
Related to: 10
FWCI: 1.044
Citation percentile (by year/subfield): 93.53
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed