Quasi-Monte Carlo Method for Infinitely Divisible Random Vectors via Series Representations

Junichi Imai, Reiichiro Kawai. Quasi-Monte Carlo Method for Infinitely Divisible Random Vectors via Series Representations. SIAM J. Scientific Computing, 32(4):1879-1897, 2010. [doi]

Authors

Junichi Imai

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Reiichiro Kawai

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