New control variates for lévy process models

Kemal Dinçer Dingeç, Wolfgang Hörmann. New control variates for lévy process models. In Oliver Rose, Adelinde M. Uhrmacher, editors, Winter Simulation Conference, WSC '12, Berlin, Germany, December 9-12, 2012. pages 15, WSC, 2012. [doi]

Authors

Kemal Dinçer Dingeç

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Wolfgang Hörmann

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