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 322, WSC, 2012. [doi]

Possibly Related Publications

The following publications are possibly variants of this publication: