Exact discrete sampling of finite variation tempered stable Ornstein–Uhlenbeck processes (Q3094135): Difference between revisions

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+Computer Generation of Poisson Deviates from Modified Normal Distributions
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+Normal Variance-Mean Mixtures and z Distributions
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Valuing Volatility and Variance Swaps for a Non‐Gaussian Ornstein–Uhlenbeck Stochastic Volatility Model
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+Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes
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+A Method for Simulating Stable Random Variables
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+Random variate generation for exponentially and polynomially tilted stable distributions
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+Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes
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+Stable densities under change of scale and total variation inequalities
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+Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations
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+On simulation of tempered stable random variates
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+On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process
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+Generating Random Variates Using Transformations with Multiple Roots
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+Tempering stable processes
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+Exact simulation of IG-OU processes
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+On the Transition Law of Tempered Stable Ornstein–Uhlenbeck Processes
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