Tempered stable Ornstein- Uhlenbeck processes: A practical view

Michele Leonardo Bianchi, Svetlozar Rachev, Frank J. Fabozzi

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)423-445
JournalCOMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
StatePublished - 2017

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