Angelos Dassios, Jia Wei Lim, Yan Qu. Exact Simulation of a Truncated Lévy Subordinator. ACM Trans. Model. Comput. Simul., 30(3), 2020. [doi]
@article{DassiosLQ20,
title = {Exact Simulation of a Truncated Lévy Subordinator},
author = {Angelos Dassios and Jia Wei Lim and Yan Qu},
year = {2020},
doi = {10.1145/3368088},
url = {https://doi.org/10.1145/3368088},
researchr = {https://researchr.org/publication/DassiosLQ20},
cites = {0},
citedby = {0},
journal = {ACM Trans. Model. Comput. Simul.},
volume = {30},
number = {3},
}