Geometrically Convergent Simulation of the Extrema of Lévy Processes

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Publication:5085135

DOI10.1287/moor.2021.1163zbMath1495.60037arXiv1810.11039OpenAlexW3215219396MaRDI QIDQ5085135

Gerónimo Uribe Bravo, Aleksandar Mijatović, Jorge Ignacio González Cázares

Publication date: 27 June 2022

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.11039




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