"Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given ..."

Emanuele Taufer, Nikolai Leonenko (2009)

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DOI: 10.1016/J.CSDA.2008.02.026

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type: Journal Article

metadata version: 2020-02-18

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Emanuele Taufer, Nikolai Leonenko:
Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution. Comput. Stat. Data Anal. 53(6): 2427-2437 (2009)

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