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~person:"Kawai, Reiichiro"
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Kawai, Reiichiro
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Likelihood ratio gradient estimation for Meixner distribution and Lévy processes
Kawai, Reiichiro
- In:
Computational Statistics
27
(
2012
)
4
,
pp. 739-755
simulation method for the Meixner distribution, based on acceptance-
rejection
sampling
and the Esscher density transform …
Persistent link: https://www.econbiz.de/10010847943
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