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Efficient simulation of p-tempered $$\alpha $$-stable OU processes

Crossref DOI link: https://doi.org/10.1007/s11222-022-10165-4

Published Online: 2022-11-24

Published Print: 2023-02

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Grabchak, Michael

Sabino, Piergiacomo
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Text and Data Mining valid from 2022-11-24

Version of Record valid from 2022-11-24
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Article History

Received: 21 February 2022

Accepted: 6 October 2022

First Online: 24 November 2022