Transition Law-based Simulation of Generalized Inverse Gaussian Ornstein–Uhlenbeck Processes

✍ Scribed by Shibin Zhang

• Publisher: Springer US
• Year: 2010
• Tongue: English
• Weight: 869 KB
• Volume: 13
• Category: Article
• ISSN: 1387-5841
• DOI: 10.1007/s11009-010-9179-6