SubTS

MaRDI QIDQ75219CRANFDO

Authors 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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