On simulating truncated stable random variables
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Cites work
- A Method for Simulating Stable Random Variables
- Chance and Stability
- scientific article; zbMATH DE number 2131215 (Why is no real title available?)
- scientific article; zbMATH DE number 3947305 (Why is no real title available?)
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- scientific article; zbMATH DE number 932659 (Why is no real title available?)
- Ill-posed problems in probability and stability of random sums
- Parameterizations and modes of stable distributions
- Smoothly truncated stable distributions, GARCH-models, and option pricing
- Truncated stable random variables characterization and simulation
Cited in
(8)- A characterization for truncated Cauchy random variables with nonzero skewness parameter
- scientific article; zbMATH DE number 1679748 (Why is no real title available?)
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- Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids
- Truncated stable random variables characterization and simulation
- Random variate generation for exponential and gamma tilted stable distributions
- On the simulation of truncated stable distributions: a correction to the literature
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