SBG.jl

swMATH43420MaRDI QIDQ1350962FDOQ1350962

Author name not available (Why is that?)

Official website: https://link.springer.com/article/10.1007/s00780-022-00486-7

Source code repository: https://github.com/jorgeignaciogc/SBG.jl

Described by source

• Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation

Cited In (1)

• SupStable.jl

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