Tempered Stable Ornstein-Uhlenbeck Processes: A Practical View

Communications in Statistics - Simulation and Computation, Volume 46, 2017 - Issue 1, March 2017

Author(s):

Michele Leonardo Bianchi

Bank of Italy

Svetlozar T. Rachev

Center for Finance, Stony Brook University

Frank J.Fabozzi

EDHEC Business School

Communications in Statistics - Simulation and Computation, Volume 46, 2017 - Issue 1, March 2017

Type: Academic publication
Date: le 16/03/2015
Research Cluster : Finance
Source : Communications in Statistics - Simulation and Computation

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