Optimal Importance Sampling Parameter Search for Lévy Processes via Stochastic Approximation
2009 ◽
Vol 47
(1)
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pp. 293-307
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2016 ◽
Vol 126
(7)
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pp. 1901-1931
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2020 ◽
Vol 130
(1)
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pp. 20-46
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2016 ◽
Vol 44
(1)
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pp. 44-49
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2007 ◽
Vol 10
(2)
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pp. 199-223
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