Pages that link to "Item:Q2675813"
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The following pages link to Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813):
Displaying 5 items.
- On magnitude, asymptotics and duration of drawdowns for Lévy models (Q502880) (← links)
- SBG.jl (Q1350962) (← links)
- Geometrically Convergent Simulation of the Extrema of Lévy Processes (Q5085135) (← links)
- A Monte Carlo algorithm for the extrema of tempered stable processes (Q6198071) (← links)
- Speed and duration of drawdown under general Markov models (Q6576880) (← links)