"A remark on exact simulation of tempered stable Ornstein-Uhlenbeck processes."

Takuji Arai, Yuto Imai (2024)

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DOI: 10.1017/JPR.2024.17

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type: Journal Article

metadata version: 2024-12-24

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Takuji Arai, Yuto Imai:
A remark on exact simulation of tempered stable Ornstein-Uhlenbeck processes. J. Appl. Probab. 61(4): 1196-1198 (2024)

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