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"Tempered stable Ornstein- Uhlenbeck processes: A practical view."

Michele Leonardo Bianchi, Svetlozar T. Rachev, Frank J. Fabozzi (2017)

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DOI: 10.1080/03610918.2014.966834

access: closed

type: Journal Article

metadata version: 2021-10-14

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Michele Leonardo Bianchi, Svetlozar T. Rachev, Frank J. Fabozzi:
Tempered stable Ornstein- Uhlenbeck processes: A practical view. Commun. Stat. Simul. Comput. 46(1): 423-445 (2017)

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