Recommendations
Cited in
(32)- Discussion of `On simulation and properties of the stable law' by Devroye and James
- On a new class of tempered stable distributions: moments and regular variation
- Tempered positive Linnik processes and their representations
- Modelling tail risk with tempered stable distributions: an overview
- A generalization result regarding the small and large scale behavior of infinitely divisible processes
- On fractional Lévy processes: tempering, sample path properties and stochastic integration
- On layered stable processes
- Estimation and simulation for multivariate tempered stable distributions
- Rejection sampling for tempered Lévy processes
- Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes?
- Approximating Multivariate Tempered Stable Processes
- On approximations of subordinators in L^p and the simulation of tempered stable distributions
- On the transition laws of \(p\)-tempered \(\alpha \)-stable OU-processes
- Simulating continuous-time autoregressive moving average processes driven by p -tempered α -stable Lévy processes
- On the simulation of general multivariate gamma distributions using Dickman approximations
- Asymmetrically tempered stable distributions with applications to finance
- Discrete tempered stable distributions
- Some notes on quantitative generalized CLTs with self-decomposable limiting laws by spectral methods
- On Lamperti stable processes
- Tempered Mittag-Leffler Lévy processes
- Parametric estimation of tempered stable laws
- Mean exit time for stochastic dynamical systems driven by tempered stable Lévy fluctuations
- Accuracy of discrete approximation for integral functionals of Markov processes
- Tempered Hermite process
- An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case
- On the simulation of general tempered stable Ornstein–Uhlenbeck processes
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing
- Tempering stable processes
- Domains of attraction for positive and discrete tempered stable distributions
- Inversions of Lévy measures and the relation between long and short time behavior of Lévy processes
- Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes
- Multi-modal tempered stable distributions and prosses with applications to finance
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