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Positive Tempered Stable Distributions and Related Subordinators

Michael Grabchak, Lijuan Can

Last update: 17 February 2023

Copyright license: GNU General Public License

Software version identifier: 1.0

Cites work

• Exact simulation of generalised Vervaat perpetuities
• Exact Simulation of a Truncated Lévy Subordinator
• An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case

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