Work

Exact Simulation for General Tempered Stable Random Variates: Review and Empirical Analysis

Year: 2025

Type: conference-paper

Source: International Conference on Artificial Intelligence, Computer, Data Sciences and Applications (ACDSA)

DOI: 10.1109/acdsa65407.2025.11166361

Authors: Aubain Nzokem, Daniel Mopasa

Institutions: York University, University of Limpopo

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4414462800

FWCI: 19.27

Cites: 17

Cited by: 3

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