Pages that link to "Item:Q5203973"
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The following pages link to Exact simulation of the extrema of stable processes (Q5203973):
Displaying 7 items.
- SupStable.jl (Q46325) (← links)
- Optimal estimation of the supremum and occupation times of a self-similar Lévy process (Q2136630) (← links)
- Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid (Q2201489) (← links)
- \(\varepsilon\)-strong simulation of the convex minorants of stable processes and meanders (Q2201511) (← links)
- Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
- Dini derivatives and regularity for exchangeable increment processes (Q3300661) (← links)
- Geometrically Convergent Simulation of the Extrema of Lévy Processes (Q5085135) (← links)