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A remark on exact simulation of tempered stable Ornstein–Uhlenbeck processes
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- Journal:
- Journal of Applied Probability / Volume 61 / Issue 4 / December 2024
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- 02 May 2024, pp. 1196-1198
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- December 2024
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Approximating Multivariate Tempered Stable Processes
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- Journal:
- Journal of Applied Probability / Volume 49 / Issue 1 / March 2012
- Published online by Cambridge University Press:
- 04 February 2016, pp. 167-183
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- March 2012
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