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On error rates in normal approximations and simulation schemes for Levy processes
Mikael Signahl
Mathematical Statistics
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Dive into the research topics of 'On error rates in normal approximations and simulation schemes for Levy processes'. Together they form a unique fingerprint.
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Mathematics
Lévy Process
100%
Order
33%
Statistical Dispersion
33%
Expected Value
33%
Error Bound
33%
Normal Inverse Gaussian
33%
Brownian Motion
33%
Greater than or equal to
33%