Exact simulation of the extrema of stable processes. González Cázares, J. I., Mijatović, A., & Uribe Bravo, G. Adv. in Appl. Probab., 51(4):967–993, 2019.
Exact simulation of the extrema of stable processes [link]Paper  doi  bibtex   
@article{MR4032169,
	author = {Gonz\'{a}lez C\'{a}zares, Jorge I. and Mijatovi\'{c}, Aleksandar and Uribe Bravo, Ger\'{o}nimo},
	date-added = {2020-01-31 13:58:24 -0600},
	date-modified = {2020-01-31 14:32:54 -0600},
	doi = {10.1017/apr.2019.39},
	fjournal = {Advances in Applied Probability},
	issn = {0001-8678},
	journal = {Adv. in Appl. Probab.},
	keywords = {Stable Processes, Simulation},
	mrclass = {65C10 (60G52 60G70 65C05)},
	mrnumber = {4032169},
	number = {4},
	pages = {967--993},
	title = {Exact simulation of the extrema of stable processes},
	url = {https://doi.org/10.1017/apr.2019.39},
	volume = {51},
	year = {2019},
	bdsk-url-1 = {https://doi.org/10.1017/apr.2019.39}}

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