Pages that link to "Item:Q3390458"

The following pages link to Estimation and simulation for multivariate tempered stable distributions (Q3390458):

Displaying 3 items.

• Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes (Q2104006) (← links)
• Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model (Q2673808) (← links)
• Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities (Q6190646) (← links)