Pages that link to "Item:Q5085135"
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The following pages link to Geometrically Convergent Simulation of the Extrema of Lévy Processes (Q5085135):
Displaying 10 items.
- Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias (Q395995) (← links)
- Markovian structure in the concave majorant of Brownian motion (Q2144338) (← links)
- \(\varepsilon\)-strong simulation of the convex minorants of stable processes and meanders (Q2201511) (← links)
- Implementable coupling of Lévy process and Brownian motion (Q2239264) (← links)
- Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
- How smooth can the convex hull of a Lévy path be? (Q6126978) (← links)
- Asymptotic shape of the concave majorant of a Lévy process (Q6159719) (← links)
- A Monte Carlo algorithm for the extrema of tempered stable processes (Q6198071) (← links)
- Existence of density function for the running maximum of SDEs driven by nontruncated pure-jump Lévy processes (Q6583542) (← links)
- Joint density of the stable process and its supremum: regularity and upper bounds (Q6635741) (← links)
