A Monte Carlo algorithm for the extrema of tempered stable processes (2023)
Attributed to:
Coupling and Control in Continuous Time
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1017/apr.2023.1
Publication URI: http://dx.doi.org/10.1017/apr.2023.1
Type: Journal Article/Review
Parent Publication: Advances in Applied Probability
Issue: 4