Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"Exact simulation of Ornstein-Uhlenbeck tempered stable processes."

Yan Qu, Angelos Dassios, Hongbiao Zhao (2021)

> Home

Details and statistics

DOI: 10.1017/JPR.2020.92

access: closed

type: Journal Article

metadata version: 2024-05-07

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/jap/QuDZ21
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jap/QuDZ21
Yan Qu, Angelos Dassios, Hongbiao Zhao:
Exact simulation of Ornstein-Uhlenbeck tempered stable processes. J. Appl. Probab. 58(2): 347-371 (2021)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.