Simulation of Lévy-driven Ornstein–Uhlenbeck processes with given marginal distribution

Emanuele Taufer, Nikolai Leonenko
  • Computational Statistics & Data Analysis, April 2009, Elsevier
  • DOI: 10.1016/j.csda.2008.02.026

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http://dx.doi.org/10.1016/j.csda.2008.02.026

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