Reiichiro Kawai. An importance sampling method based on the density transformation of Lévy processes. Monte Carlo Meth. and Appl., 12(2):171-186, 2006. [doi]
@article{Kawai06-0, title = {An importance sampling method based on the density transformation of Lévy processes}, author = {Reiichiro Kawai}, year = {2006}, doi = {10.1515/156939606777488833}, url = {http://dx.doi.org/10.1515/156939606777488833}, researchr = {https://researchr.org/publication/Kawai06-0}, cites = {0}, citedby = {0}, journal = {Monte Carlo Meth. and Appl.}, volume = {12}, number = {2}, pages = {171-186}, }