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SBG.jl - MaRDI portal

SBG.jl

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Software:1350962

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swMATH43420MaRDI QIDQ1350962

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Source code repository: https://github.com/jorgeignaciogc/SBG.jl

Described by source

Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation

This page was built for software: SBG.jl

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