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SBG.jl

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Software:1350962
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swMATH43420MaRDI QIDQ1350962FDOQ1350962


Author name not available (Why is that?)

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




This page was built for software: SBG.jl

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