An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case (Q75218)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case |
scientific article |
Statements
170
0 references
109015
0 references
March 2021
0 references
18 March 2021
0 references
An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case (English)
0 references
tempered stable
0 references
RDTS
0 references
simulation
0 references