Simulation of stochastic integrals with respect to Levy processes of type G
We study the simulation of stochastic processes defined as stochastic integrals with respect to type G Levy processes for the case where it is not possible to simulate the type G process exactly. The type G Levy process as well as the stochastic integral can on compact intervals be represented as an infinite series. In a practical simulation we must truncate this representation. We examine the app
