Exact simulation of normal tempered stable processes of OU type with applications (Q2080363)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact simulation of normal tempered stable processes of OU type with applications |
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Exact simulation of normal tempered stable processes of OU type with applications (English)
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7 October 2022
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simulations
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normal tempered stable processes
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Lévy-driven Ornstein-Uhlenbeck processes
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energy markets
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derivative pricing
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