SymTS

MaRDI QIDQ43150swMATHCRANFDO

Authors Michael Grabchak

Last update 15 January 2023

Copyright license GNU General Public License

Software version identifier 1.0-2

Official website https://cran.r-project.org/web/packages/SymTS/index.html

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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