Generating tempered stable random variates from mixture representation (2012)

First Author: Jelonek, P.
Attributed to:  Probabilistic approach to assessing macroeconomic uncertainties funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Publication URI: http://www.le.ac.uk/economics/research/RePEc/lec/leecon/dp12-14.pdf

Type: Working Paper

Volume: 12/14