Albert Ferreiro-Castilla, Kees van Schaik. Applying the Wiener-Hopf Monte Carlo Simulation Technique for Lévy Processes to Path Functionals. J. Applied Probability, 52(1):129-148, 2015. [doi]
@article{Ferreiro-Castilla15, title = {Applying the Wiener-Hopf Monte Carlo Simulation Technique for Lévy Processes to Path Functionals}, author = {Albert Ferreiro-Castilla and Kees van Schaik}, year = {2015}, doi = {10.1017/S0021900200012249}, url = {http://dx.doi.org/10.1017/S0021900200012249}, researchr = {https://researchr.org/publication/Ferreiro-Castilla15}, cites = {0}, citedby = {0}, journal = {J. Applied Probability}, volume = {52}, number = {1}, pages = {129-148}, }