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"Exact simulation of Ornstein-Uhlenbeck tempered stable processes."
Yan Qu, Angelos Dassios, Hongbiao Zhao (2021)
- 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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