Jorge Ignacio González Cázares
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A Monte Carlo algorithm for the extrema of tempered stable processes Advances in Applied Probability | 2024-02-20 | Paper |
| Fast exact simulation of the first-passage event of a subordinator | 2023-06-12 | Paper |
| Convex minorants and the fluctuation theory of Lévy processes | 2022-08-02 | Paper |
| Convex minorants and the fluctuation theory of Lévy processes (available as arXiv preprint) | 2022-08-02 | Paper |
| Geometrically convergent simulation of the extrema of Lévy processes Mathematics of Operations Research | 2022-06-27 | Paper |
| When is the convex hull of a L\'evy path smooth? | 2022-05-28 | Paper |
| Fast exact simulation of the first passage of a tempered stable subordinator across a non-increasing function (available as arXiv preprint) | N/A | Paper |
Research outcomes over time
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