Hybrid simulation scheme for volatility modulated moving average fields (Q1997699)
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scientific article; zbMATH DE number 7316768
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hybrid simulation scheme for volatility modulated moving average fields |
scientific article; zbMATH DE number 7316768 |
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Hybrid simulation scheme for volatility modulated moving average fields (English)
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2 March 2021
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simulation
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random field
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moving average
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stochastic volatility
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Matérn covariance
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