González Cázares, Jorge Ignacio; Mijatović, Aleksandar A Monte Carlo algorithm for the extrema of tempered stable processes. (English) Zbl 07806766 Adv. Appl. Probab. 55, No. 4, 1362-1389 (2023). MSC: 60G51 65C05 PDFBibTeX XMLCite \textit{J. I. González Cázares} and \textit{A. Mijatović}, Adv. Appl. Probab. 55, No. 4, 1362--1389 (2023; Zbl 07806766) Full Text: DOI arXiv
González Cázares, Jorge Ignacio; Mijatović, Aleksandar; Uribe Bravo, Gerónimo Geometrically convergent simulation of the extrema of Lévy processes. (English) Zbl 1495.60037 Math. Oper. Res. 47, No. 2, 1141-1168 (2022). MSC: 60G51 65C05 PDFBibTeX XMLCite \textit{J. I. González Cázares} et al., Math. Oper. Res. 47, No. 2, 1141--1168 (2022; Zbl 1495.60037) Full Text: DOI arXiv