SupStable.jl
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Source code repository: https://github.com/jorgeignaciogc/SupStable.jl
Related Items (5)
Optimal estimation of the supremum and occupation times of a self-similar Lévy process ⋮ Geometrically Convergent Simulation of the Extrema of Lévy Processes ⋮ Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation ⋮ \(\varepsilon\)-strong simulation of the convex minorants of stable processes and meanders ⋮ Dini derivatives and regularity for exchangeable increment processes
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