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 308, WSC, 2012. [doi]

@inproceedings{DingecH12a,
  title = {New control variates for Lévy process models},
  author = {Kemal Dinçer Dingeç and Wolfgang Hörmann},
  year = {2012},
  url = {http://dl.acm.org/citation.cfm?id=2430174},
  researchr = {https://researchr.org/publication/DingecH12a},
  cites = {0},
  citedby = {0},
  pages = {308},
  booktitle = {Winter Simulation Conference, WSC '12, Berlin, Germany, December 9-12, 2012},
  editor = {Oliver Rose and Adelinde M. Uhrmacher},
  publisher = {WSC},
}