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"Hybrid simulation scheme for volatility modulated moving average fields."

Claudio Heinrich, Mikko S. Pakkanen, Almut E. D. Veraart (2019)

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DOI: 10.1016/J.MATCOM.2019.04.006

access: closed

type: Journal Article

metadata version: 2022-10-02

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Claudio Heinrich, Mikko S. Pakkanen, Almut E. D. Veraart:
Hybrid simulation scheme for volatility modulated moving average fields. Math. Comput. Simul. 166: 224-244 (2019)

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