Item:Q4598638: Difference between revisions
From MaRDI portal
Item:Q4598638
Added link to MaRDI item. |
EloiFerrer (talk | contribs) Redirected to Q2444649 Tag: New redirect |
||||||||||||||
(4 intermediate revisions by 4 users not shown) | |||||||||||||||
redirect | redirect | ||||||||||||||
Q2444649 | |||||||||||||||
label / en | label / en | ||||||||||||||
description / en | description / en | ||||||||||||||
Property / instance of | |||||||||||||||
Property / instance of: scholarly article / rank | |||||||||||||||
Property / title | |||||||||||||||
Property / title: Exact Simulation of the Wishart Multidimensional Stochastic Volatility Model (English) / rank | |||||||||||||||
Property / zbMATH Open document ID | |||||||||||||||
Property / zbMATH Open document ID: 1410.91487 / rank | |||||||||||||||
Property / DOI | |||||||||||||||
Property / DOI: 10.1287/opre.2017.1636 / rank | |||||||||||||||
Property / author | |||||||||||||||
Property / author: Chulmin Kang / rank | |||||||||||||||
Property / author | |||||||||||||||
Property / author: Wanmo Kang / rank | |||||||||||||||
Property / author | |||||||||||||||
Property / author: Jong Mun Lee / rank | |||||||||||||||
Property / published in | |||||||||||||||
Property / published in: Operations Research / rank | |||||||||||||||
Property / publication date | |||||||||||||||
| |||||||||||||||
Property / publication date: 15 December 2017 / rank | |||||||||||||||
Property / full work available at URL | |||||||||||||||
Property / full work available at URL: https://arxiv.org/abs/1309.0557 / rank | |||||||||||||||
Property / Mathematics Subject Classification ID | |||||||||||||||
Property / Mathematics Subject Classification ID: 91G60 / rank | |||||||||||||||
Property / Mathematics Subject Classification ID | |||||||||||||||
Property / Mathematics Subject Classification ID: 65C05 / rank | |||||||||||||||
Property / Mathematics Subject Classification ID | |||||||||||||||
Property / Mathematics Subject Classification ID: 60H30 / rank | |||||||||||||||
Property / zbMATH DE Number | |||||||||||||||
Property / zbMATH DE Number: 6818957 / rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
Property / zbMATH Keywords: Wishart processes / rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
Property / zbMATH Keywords: stochastic volatility / rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
Property / zbMATH Keywords: Monte-Carlo method / rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
Property / zbMATH Keywords: exact simulation / rank | |||||||||||||||
links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 09:59, 6 May 2024
Redirect to: