Jorge Ignacio González Cázares

Jorge Ignacio González Cázares

University of Warwick - Coventry / United Kingdom
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5535849
person_outline Jorge Ignacio González Cázares's MOST POPULAR ARTICLES
1-) Geometrically Convergent Simulation of the Extrema of Lévy ProcessesJ González Cázares, A Mijatović, GU BravoMathematics of Operations Research 47 (2), 1141-1168, 202228*2022
2-) Exact simulation of the extrema of stable processesJI González Cázares, A Mijatović, GU BravoAdvances in Applied Probability 51 (4), 967-993, 2019142019
3-) Convex minorants and the fluctuation theory of Lévy processesJI González Cázares, A MijatovićALEA, Lat. Am. J. Probab. Math. Stat. 19 (39), 983–999, 202213*2022
4-) -strong simulation of the convex minorants of stable processes and meandersJI González Cázares, A Mijatović, GU BravoElectronic Journal of Probability 25 (96), 33, 202082020
5-) Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximationJ González Cázares, A MijatovićFinance and Stochastics 26 (4), 671-732, 202272022