Rejection sampling for tempered Lévy processes
Crossref DOI link: https://doi.org/10.1007/s11222-018-9822-6
Published Online: 2018-07-06
Published Print: 2019-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Grabchak, Michael
Funding for this research was provided by:
Russian Science Foundation (17-11-01098)
Text and Data Mining valid from 2018-07-06
Article History
Received: 16 January 2018
Accepted: 22 June 2018
First Online: 6 July 2018