论文标题
一种精确模拟快速降低恢复稳定分布的精确方法
An Exact Method For Simulating Rapidly Decreasing Tempered Stable Distributions
论文作者
论文摘要
迅速减少钢化稳定分布是财务应用的有用模型。但是，文献中没有确切的模拟方法。我们通过在有限变化案例中引入精确的仿真方法来解决此问题。我们的方法可适用于$ p $ -RDTS发行版更广泛的类别。
Rapidly decreasing tempered stable distributions are useful models for financial applications. However, there has been no exact method for simulation available in the literature. We remedy this by introducing an exact simulation method in the finite variation case. Our methodology works for the wider class of $p$-RDTS distributions.
