Exact discrete sampling of finite variation tempered stable...

Monte Carlo Methods and Applications 2011 / 01 Vol. 17; Iss. 3

Exact discrete sampling of finite variation tempered stable Ornstein–Uhlenbeck processes

Kawai, Reiichiro, Masuda, Hiroki
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
17
Language:
english
Journal:
Monte Carlo Methods and Applications
DOI:
10.1515/mcma.2011.012
Date:
January, 2011
File:
PDF, 298 KB
english, 2011
Conversion to is in progress
Conversion to is failed