Simulation of Tempered Stable Lévy Bridges and Its Applications (Q5740225): Difference between revisions

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Revision as of 07:53, 12 July 2024

scientific article; zbMATH DE number 6606042
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English
Simulation of Tempered Stable Lévy Bridges and Its Applications
scientific article; zbMATH DE number 6606042

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    Simulation of Tempered Stable Lévy Bridges and Its Applications (English)
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    25 July 2016
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    bridge sampling
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    Lévy process
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    simulation
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    saddlepoint approximation
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    tempered stable subordinator
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