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Exact Simulation of a Truncated Lévy Subordinator

Angelos Dassios, Jia Wei Lim, Yan Qu. Exact Simulation of a Truncated Lévy Subordinator. ACM Trans. Model. Comput. Simul., 30(3), 2020. [doi]

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Angelos Dassios

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Jia Wei Lim

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Yan Qu

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