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Stochastic simulation : algorithms and analysis

Overview of attention for book
Attention for Chapter 12: Lèvy Processes
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Chapter title
Lèvy Processes
Chapter number 12
Book title
Stochastic Simulation: Algorithms and Analysis
Published by
Springer, New York, NY, January 2007
DOI 10.1007/978-0-387-69033-9_12
Book ISBNs
978-0-387-30679-7, 978-0-387-69033-9
Authors

Søren Asmussen, Peter W. Glynn