Pages that link to "Item:Q3059062"
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The following pages link to On Exact Simulation Algorithms for Some Distributions Related to Brownian Motion and Brownian Meanders (Q3059062):
Displaying 5 items.
- On certain functionals of the maximum of Brownian motion and their applications (Q906922) (← links)
- The value of the high, low and close in the estimation of Brownian motion (Q2040943) (← links)
- \(\varepsilon\)-strong simulation of the convex minorants of stable processes and meanders (Q2201511) (← links)
- Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
- Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary (Q5193442) (← links)
