"Exact Simulation for a Class of Tempered Stable and Related Distributions."

Angelos Dassios, Yan Qu, Hongbiao Zhao (2018)

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DOI: 10.1145/3184453

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type: Journal Article

metadata version: 2025-01-19

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Angelos Dassios, Yan Qu, Hongbiao Zhao:
Exact Simulation for a Class of Tempered Stable and Related Distributions. ACM Trans. Model. Comput. Simul. 28(3): 20:1-20:21 (2018)

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