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Simulation of the drawdown and its duration in L\'{e}vy models via stick-breaking Gaussian approximation. (arXiv:2011.06618v1 [math.PR]) http://arxiv.org/abs/2011.06618
Simulation of the drawdown and its duration in L\'{e}vy models via stick-breaking Gaussian approximation. (arXiv:2011.06618v1 [math.PR]) http://arxiv.org/abs/2011.06618