A fast and accurate numerical method for symmetric Lévy processes based on the Fourier transform and sinc-Gauss sampling formula

A fast and accurate numerical method for symmetric Lévy processes based on the Fourier transform and sinc-Gauss sampling formula, A fast and accurate numerical method for symmetric Lévy processes based on the Fourier transform and sinc-Gauss sampling formula

Publication Details

Journal
Tokyo Tech Research Repository (Tokyo Institute of Technology)
Published
2024-11-18
Primary Topic
Probability and Risk Models
Type
article
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article

A fast and accurate numerical method for symmetric Lévy processes based on the Fourier transform and sinc-Gauss sampling formula

Tokyo Tech Research Repository (Tokyo Institute of Technology)
Probability and Risk Models
article

A fast and accurate numerical method for symmetric Lévy processes based on the Fourier transform and sinc-Gauss sampling formula

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Abstract

A fast and accurate numerical method for symmetric Lévy processes based on the Fourier transform and sinc-Gauss sampling formula, A fast and accurate numerical method for symmetric Lévy processes based on the Fourier transform and sinc-Gauss sampling formula

Tokyo Tech Research Repository (Tokyo Institute of Technology)
Openalex Percentile: Top 43%
Probability and Risk Models
OpenAlex
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A fast and accurate numerical method for symmetric Lévy processes based on the Fourier transform and sinc-Gauss sampling formula · Tokyo Tech Research Repository (Tokyo Institute of Technology) (2024) | TGRS Research Map | TGRS