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Geometrically Convergent Simulation of the Extrema of Lévy Processes
Jorge Gonzalez Cazares
(University of Warwick)
Thursday 6 February 2020
13:15–14:00
Aud. D2 (
1531
-119)
Stochastics Seminar
Contact:
Jevgenijs Ivanovs
Revised:
25.05.2023
Revised 08.03.2023
-
Lars Madsen
