Simulation
Monte Carlo methods for the variance gamma process are described by Fu (2000). Algorithms are presented by Korn et al. (2010).
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Famous quotes containing the word simulation:
“Life, as the most ancient of all metaphors insists, is a journey; and the travel book, in its deceptive simulation of the journey’s fits and starts, rehearses life’s own fragmentation. More even than the novel, it embraces the contingency of things.”
—Jonathan Raban (b. 1942)