SBG.jl

From MaRDI portal

Software:1350962

Jump to:navigation, search

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

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Software:1350962&oldid=29542109"