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Communications in Statistics. Stochastic Models Volume 13, 1997 - Issue 4
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Original Articles

The normal inverse gaussian lévy process: simulation and approximation

Tina Hviid Rydberg Department of Theoretical Statistics, University of Aarhus, Ny Munkegade Bldg. 530, Århus C, DK-8000 E-mail: [email protected]
Pages 887-910 | Received 28 Oct 1996, Accepted 07 Apr 1997, Published online: 21 Mar 2007

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