Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution (Q961440)
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scientific article; zbMATH DE number 5687936
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution |
scientific article; zbMATH DE number 5687936 |
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Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution (English)
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30 March 2010
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Ornstein-Uhlenbeck processes
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Lévy processes
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0.90244365
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0.90062296
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0.8990868
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0.8947793
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0.88825583
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0.88604224
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