Geometrically Convergent Simulation of the Extrema of Lévy Processes (2022)
Attributed to:
Coupling and Control in Continuous Time
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1287/moor.2021.1163
Publication URI: http://dx.doi.org/10.1287/moor.2021.1163
Type: Journal Article/Review
Parent Publication: Mathematics of Operations Research
Issue: 2
ISSN: 0364-765X