Pages that link to "Item:Q5065235"
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The following pages link to Gamma-related Ornstein–Uhlenbeck processes and their simulation* (Q5065235):
Displaying 8 items.
- Correlating Lévy processes with self-decomposability: applications to energy markets (Q2064647) (← links)
- Exact simulation of normal tempered stable processes of OU type with applications (Q2080363) (← links)
- Fast simulation of tempered stable Ornstein-Uhlenbeck processes (Q2095765) (← links)
- Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes (Q2104006) (← links)
- Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199) (← links)
- A Bivariate Normal Inverse Gaussian Process with Stochastic Delay: Efficient Simulations and Applications to Energy Markets (Q5063388) (← links)
- Exact Simulation of Variance Gamma-Related OU Processes: Application to the Pricing of Energy Derivatives (Q5149267) (← links)
- Stochastic streamflow and dissolved silica dynamics with application to the worst-case long-run evaluation of water environment (Q6050362) (← links)
