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

Piergiacomo Sabino, Nicola Cufaro Petroni (2022)

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DOI: 10.1007/S00180-022-01205-8

access: open

type: Journal Article

metadata version: 2022-10-24

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Piergiacomo Sabino, Nicola Cufaro Petroni:
Fast simulation of tempered stable Ornstein-Uhlenbeck processes. Comput. Stat. 37(5): 2517-2551 (2022)

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