Exact simulation of the extrema of stable processes (2019)
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.2019.39
Publication URI: http://dx.doi.org/10.1017/apr.2019.39
Type: Journal Article/Review
Parent Publication: Advances in Applied Probability
Issue: 4
ISSN: 0001-8678