Exact simulation of Ornstein–Uhlenbeck tempered stable processes (Q4997193)
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scientific article; zbMATH DE number 7364090
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact simulation of Ornstein–Uhlenbeck tempered stable processes |
scientific article; zbMATH DE number 7364090 |
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Exact simulation of Ornstein–Uhlenbeck tempered stable processes (English)
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28 June 2021
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Monte Carlo simulation
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exact simulation
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non-Gaussian Ornstein-Uhlenbeck process
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tempered stable subordinator
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tempered stable OU process
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OU tempered stable process
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