Monte Carlo algorithm for the extrema of tempered stable processes (2023)

First Author: Cázares J

Attributed to: Coupling and Control in Continuous Time funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.2103.15310

Publication URI: https://www.cambridge.org/core/journals/advances-in-applied-probability/article/monte-carlo-algorithm-for-the-extrema-of-tempered-stable-processes/3FF6E065FB772AD49F26B5D15C1CD59C

Type: Journal Article/Review

Volume: 55

Parent Publication: Advances in Applied Probability