Jorge Ignacio González Cázares

Available identifiers

zbMath Open cazares.jorge-ignacio-gonzalezMaRDI QIDQ5085134

List of research outcomes

Publication	Date of Publication	Type
A Monte Carlo algorithm for the extrema of tempered stable processes	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 L\'evy processes	2022-08-02	Paper
Geometrically Convergent Simulation of the Extrema of Lévy Processes	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	N/A	Paper

Research outcomes over time

This page was built for person: Jorge Ignacio González Cázares