Exact Simulation for a Class of Tempered Stable and Related Distributions
Dassios, Angelos, Qu, Yan, Zhao, HongbiaoVolume:
28
Language:
english
Journal:
ACM Transactions on Modeling and Computer Simulation
DOI:
10.1145/3184453
Date:
July, 2018
File:
PDF, 716 KB
english, 2018