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"Simulation of Tempered Stable Lévy Bridges and Its Applications."

Kyoung-Kuk Kim, Sojung Kim (2016)

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DOI: 10.1287/OPRE.2016.1477

access: closed

type: Journal Article

metadata version: 2020-03-31

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Kyoung-Kuk Kim, Sojung Kim:
Simulation of Tempered Stable Lévy Bridges and Its Applications. Oper. Res. 64(2): 495-509 (2016)

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