"Exact simulation of Ornstein-Uhlenbeck tempered stable processes."

Yan Qu, Angelos Dassios, Hongbiao Zhao (2021)

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DOI: 10.1017/JPR.2020.92

access: closed

type: Journal Article

metadata version: 2024-05-07

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Yan Qu, Angelos Dassios, Hongbiao Zhao:
Exact simulation of Ornstein-Uhlenbeck tempered stable processes. J. Appl. Probab. 58(2): 347-371 (2021)

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