Pages that link to "Item:Q2095765"
From MaRDI portal
The following pages link to Fast simulation of tempered stable Ornstein-Uhlenbeck processes (Q2095765):
Displaying 7 items.
- Exact simulation of normal tempered stable processes of OU type with applications (Q2080363) (← links)
- Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes (Q2104006) (← links)
- Tempered stable Ornstein– Uhlenbeck processes: A practical view (Q2965581) (← links)
- On the Transition Law of Tempered Stable Ornstein–Uhlenbeck Processes (Q3182428) (← links)
- Measures of dependence for Ornstein-Uhlenbeck processes with tempered stable distribution (Q5359824) (← links)
- Normal Tempered Stable Processes and the Pricing of Energy Derivatives (Q5886359) (← links)
- Risk Valuation of Quanto Derivatives on Temperature and Electricity (Q6671992) (← links)