Hybrid simulation scheme for volatility modulated moving average fields
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Publication:6290890
DOI10.1016/j.matcom.2019.04.006arXiv1709.01310MaRDI QIDQ6290890
Claudio Heinrich, Almut E. D. Veraart, Mikko S. Pakkanen
Publication date: 5 September 2017
Markov processes (60Jxx) Stochastic processes (60Gxx) Probability theory and stochastic processes (60-XX)
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