SymTS

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Symmetric Tempered Stable Distributions

Michael Grabchak

Last update: 15 January 2023

Copyright license: GNU General Public License

Software version identifier: 1.0-2

Source code repository: https://github.com/cran/SymTS

Cited In (3)

• Rejection sampling for tempered Lévy processes
• On the transition laws of \(p\)-tempered \(\alpha \)-stable OU-processes
• On the simulation of general tempered stable Ornstein–Uhlenbeck processes

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