Exact Simulation of the Extrema of Stable Processes (2018)
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.1806.01870
Publication URI: https://arxiv.org/abs/1806.01870
Type: Journal Article/Review
Parent Publication: arXiv e-prints