Simulation of Tempered Stable Lévy Bridges and Its Applications (Q5740225)
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scientific article; zbMATH DE number 6606042
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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