Exact simulation of normal tempered stable processes of OU type with applications (Q2080363)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Exact simulation of normal tempered stable processes of OU type with applications |
scientific article; zbMATH DE number 7597955
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact simulation of normal tempered stable processes of OU type with applications |
scientific article; zbMATH DE number 7597955 |
Statements
Exact simulation of normal tempered stable processes of OU type with applications (English)
0 references
7 October 2022
0 references
simulations
0 references
normal tempered stable processes
0 references
Lévy-driven Ornstein-Uhlenbeck processes
0 references
energy markets
0 references
derivative pricing
0 references
0 references
0 references
0 references
0 references
