An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case (Q75218)
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scientific article
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| English | An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case |
scientific article |
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170
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109015
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March 2021
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18 March 2021
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An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case (English)
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tempered stable
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RDTS
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simulation
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0.7790985107421875
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0.7778294682502747
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0.7761729955673218
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0.7533757090568542
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0.7363075017929077
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