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Simulation of Lévy-driven Ornstein–Uhlenbeck processes with given marginal distribution
Emanuele Taufer, Nikolai LeonenkoVolume:
53
Year:
2009
Language:
english
Pages:
11
DOI:
10.1016/j.csda.2008.02.026
File:
PDF, 791 KB
english, 2009