• Simulation and estimation of Lévy driven stochastic processes 

      Brull Borràs, Pere Miquel (Universitat Politècnica de Catalunya, 2017-07)
      Treball Final de Grau
      Accés obert
      We carry on an exploration of Lévy processes, focusing on instrumental definitions that ease our way towards their simulation. Beginning with the basic Brownian motion and Poisson processes, we then explore algorithms to ...