Exact discrete sampling of finite variation tempered stable Ornstein-Uhlenbeck processes

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

Authors

Reiichiro Kawai

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Hiroki Masuda

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