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Exact simulation of the extrema of stable processes
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- Journal:
- Advances in Applied Probability / Volume 51 / Issue 4 / December 2019
- Published online by Cambridge University Press:
- 15 November 2019, pp. 967-993
- Print publication:
- December 2019
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Density approximation and exact simulation of random variables that are solutions of fixed-point equations
- Part of
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- Journal:
- Advances in Applied Probability / Volume 34 / Issue 2 / June 2002
- Published online by Cambridge University Press:
- 01 July 2016, pp. 441-468
- Print publication:
- June 2002
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