Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/19346
Title: Exact Simulation of Truncated Levy Subordinator
Authors: Dassios, A
Wei Lim, J
Qu, Y
Keywords: Monte Carlo simulation;exact simulation;marked renewal representation;stable process;truncated stableprocess;truncated tempered stable process;two-sided truncated Lévy process;Brownian motion subordination;Lévy driven Ornstein-Uhlenbeck process
Issue Date: 2019
Citation: ACM Transactions on Modeling and Computer Simulation
URI: https://bura.brunel.ac.uk/handle/2438/19346
ISSN: 1049-3301
Appears in Collections:Dept of Mathematics Embargoed Research Papers

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