"Exact discrete sampling of finite variation tempered stable ..."

Reiichiro Kawai, Hiroki Masuda (2011)

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DOI: 10.1515/MCMA.2011.012

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type: Journal Article

metadata version: 2022-10-02

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Reiichiro Kawai, Hiroki Masuda:
Exact discrete sampling of finite variation tempered stable Ornstein-Uhlenbeck processes. Monte Carlo Methods Appl. 17(3): 279-300 (2011)

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