Unbiased simulation of distributions with explicitly known integral transforms

Unbiased simulation of distributions with explicitly known integral transforms. Belomestny, D., Chen, N., & Wang, Y. In Monte Carlo and quasi-Monte Carlo methods, volume 163, of Springer Proc. Math. Stat., pages 229–244. Springer, [Cham], 2016.

Paper doi bibtex

@incollection {MR3536661,
    AUTHOR = {Belomestny, Denis and Chen, Nan and Wang, Yiwei},
     TITLE = {Unbiased simulation of distributions with explicitly known
              integral transforms},
 BOOKTITLE = {Monte {C}arlo and quasi-{M}onte {C}arlo methods},
    SERIES = {Springer Proc. Math. Stat.},
    VOLUME = {163},
     PAGES = {229--244},
 PUBLISHER = {Springer, [Cham]},
      YEAR = {2016},
   MRCLASS = {60E10 (60E07 60G51 65C05 65C50)},
  MRNUMBER = {3536661},
       DOI = {10.1007/978-3-319-33507-0_9},
       URL = {https://doi.org/10.1007/978-3-319-33507-0_9},
}

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