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"Efficient simulation of p-tempered α-stable OU processes."

Michael Grabchak, Piergiacomo Sabino (2023)

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DOI: 10.1007/S11222-022-10165-4

access: closed

type: Journal Article

metadata version: 2023-01-14

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  - https://dblp.org/rec/journals/sac/GrabchakS23
Michael Grabchak, Piergiacomo Sabino:
Efficient simulation of p-tempered α-stable OU processes. Stat. Comput. 33(1): 4 (2023)

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