Stochastic Simulation: Algorithms and Analysis

by Asmussen, Søren., Asmussen, Søren., Glynn, Peter W.
Published 2007

Lévy Matters V Functionals of Lévy Processes /

by Andersen, Lars Nørvang., Andersen, Lars Nørvang., Asmussen, Søren., Aurzada, Frank., Glynn, Peter W., Maejima, Makoto., Pihlsgård, Mats., Simon, Thomas.
Published 2015