Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/18862
Title: | Exact simulation of generalised Vervaat perpetuities |
Authors: | Wei Lim, J Dassios, A Qu, Y |
Issue Date: | Jul-2019 |
Publisher: | Cambridge University Press |
Citation: | Journal of Applied Probability, 2019, 56 (1), pp. 57 - 75 |
URI: | http://bura.brunel.ac.uk/handle/2438/18862 |
DOI: | http://dx.doi.org/10.1017/jpr.2019.6 |
ISSN: | 0021-9002 http://dx.doi.org/10.1017/jpr.2019.6 |
Appears in Collections: | Dept of Mathematics Research Papers |
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