Simulating heavy tailed processes using delayed hazard rate twisting

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Simulating heavy tailed processes using delayed hazard rate twisting

Sandeep Juneja, Perwez Shahabuddin

Journal Title: ACM Transactions on Modeling and Computer Simululations

Date: 2002

Volume: 12

Issue: 2

p. 94 - 118

We have been looking for this document on the Web. We think we have found the following, freely available version(s) of it:

http://www.tcs.tifr.res.in/~sandeepj/avail_papers/tomacsfin.ps

For further information about this item go to:

http://doi.acm.org/10.1145/566392.566394

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