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ORCID"Fast simulation of tempered stable Ornstein-Uhlenbeck processes."
Piergiacomo Sabino, Nicola Cufaro Petroni (2022)
- Piergiacomo Sabino
, Nicola Cufaro Petroni:
Fast simulation of tempered stable Ornstein-Uhlenbeck processes. Comput. Stat. 37(5): 2517-2551 (2022)
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