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Geometrically Convergent Simulation of the Extrema of Lévy Processes

Jorge Gonzalez Cazares
(University of Warwick)
Stochastics-seminar
Torsdag, 6 februar, 2020, at 13:15-14:00, in Aud. D2 (1531-119)
Kontaktperson: Jevgenijs Ivanovs