Cited in
(6)- Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
- Dini derivatives and regularity for exchangeable increment processes
- Optimal estimation of the supremum and occupation times of a self-similar Lévy process
- Geometrically convergent simulation of the extrema of Lévy processes
- -strong simulation of the convex minorants of stable processes and meanders
- SBG.jl
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