Exact simulation of tempered stable Ornstein–Uhlenbeck...

Exact simulation of tempered stable Ornstein–Uhlenbeck processes

Zhang, Shibin
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Volume:
81
Language:
english
Journal:
Journal of Statistical Computation and Simulation
DOI:
10.1080/00949655.2010.494247
Date:
November, 2011
File:
PDF, 237 KB
english, 2011
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