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]
@article{KawaiM11-0,
title = {Exact discrete sampling of finite variation tempered stable Ornstein-Uhlenbeck processes},
author = {Reiichiro Kawai and Hiroki Masuda},
year = {2011},
doi = {10.1515/mcma.2011.012},
url = {http://dx.doi.org/10.1515/mcma.2011.012},
researchr = {https://researchr.org/publication/KawaiM11-0},
cites = {0},
citedby = {0},
journal = {Monte Carlo Meth. and Appl.},
volume = {17},
number = {3},
pages = {279-300},
}