Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable processes

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The normal inverse gaussian lévy process: simulation and approximation
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Pricing of spread options on a bivariate jump market and stability to model risk
scientific article; zbMATH DE number 7387192 (Why is no real title available?)
Non-asymptotic control of the cumulative distribution function of Lévy processes
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Branching stable processes and motion by mean curvature flow
On simulation of tempered stable random variates
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Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction
On Kolmogorov equations for anisotropic multivariate Lévy processes
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Nonparametric density estimation for the small jumps of Lévy processes
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On the simulation of general multivariate gamma distributions using Dickman approximations
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