Markov chain monte carlo simulation of the distribution of some perpetuities

Advances in Applied Probability

Volumn 31, Issue 1, 1999, Pages 112-134

  Paulsen, Jostein ^a   Hove, Arne ^b  

^a UNIVERSITY OF BERGEN   (Norway)

^b DNB   (Norway)

Author keywords

L vy process; Markov chainMonte Carlo simulation; Present value

Indexed keywords

EID: 0032593239     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1029954269     Document Type: Article

References (22)

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