Please use this identifier to cite or link to this item:
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
ISSN: 1049-3301
Appears in Collections:Dept of Mathematics Embargoed Research Papers

Files in This Item:
File Description SizeFormat 
FullText.pdfEmbargoed untill 01-01-2030793.64 kBAdobe PDFView/Open

Items in BURA are protected by copyright, with all rights reserved, unless otherwise indicated.