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SBG.jl
(Q1350962)
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Revision as of 17:35, 16 February 2024 by
SwMATHimport240215
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Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
(Q2675813)
, #quickstatements; #temporary_batch_1708095571419)
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SBG.jl
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43420
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https://github.com/jorgeignaciogc/SBG.jl
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Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
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