Pages that link to "Item:Q1042535"
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The following pages link to Exact simulation of IG-OU processes (Q1042535):
Displayed 5 items.
- Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929) (← links)
- Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions (Q2893289) (← links)
- Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations (Q2905725) (← links)
- Exact discrete sampling of finite variation tempered stable Ornstein–Uhlenbeck processes (Q3094135) (← links)
- On the Transition Law of Tempered Stable Ornstein–Uhlenbeck Processes (Q3182428) (← links)