Exact simulation for a class of tempered stable and related distributions (Q6583730)
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scientific article; zbMATH DE number 7892836
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact simulation for a class of tempered stable and related distributions |
scientific article; zbMATH DE number 7892836 |
Statements
Exact simulation for a class of tempered stable and related distributions (English)
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6 August 2024
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Lévy process
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Lévy subordinator
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Monte Carlo simulation
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backward recursive scheme
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exact simulation
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exponentially tilted stable distribution
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leptokurtosis
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stable distribution
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tempered stable distribution
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