Jorge Ignacio González Cázares

Available identifiers

zbMath Open cazares.jorge-ignacio-gonzalezMaRDI QIDQ5085134

List of research outcomes

Publication	Date of Publication	Type
A Monte Carlo algorithm for the extrema of tempered stable processes	2024-02-20	Paper
Fast exact simulation of the first-passage event of a subordinator	2023-06-12	Paper
Convex minorants and the fluctuation theory of L\'evy processes	2022-08-02	Paper
Geometrically Convergent Simulation of the Extrema of Lévy Processes	2022-06-27	Paper
When is the convex hull of a L\'evy path smooth?	2022-05-28	Paper
Fast exact simulation of the first passage of a tempered stable subordinator across a non-increasing function	0001-01-03	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Jorge Ignacio González Cázares