Fast, accurate algorithm for numerical simulation of Lévy stable stochastic processes.

@article{Mantegna1994FastAA,
  title={Fast, accurate algorithm for numerical simulation of L{\'e}vy stable stochastic processes.},
  author={Mantegna},
  journal={Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics},
  year={1994},
  volume={49 5},
  pages={4677-4683}
}
  • Mantegna
  • Published 1994 in
    Physical review. E, Statistical physics, plasmas…
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