Item:Q4598638: Difference between revisions

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+Q2444649
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-Exact Simulation of the Wishart Multidimensional Stochastic Volatility Model
@@ description / en / description / en @@
-scientific article; zbMATH DE number 6818957
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-scholarly article
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-Normal rank
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-Exact Simulation of the Wishart Multidimensional Stochastic Volatility Model (English)
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@@ Property / zbMATH Open document ID @@
-.91487
@@ Property / zbMATH Open document ID: 1410.91487 / rank @@
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@@ Property / DOI @@
-.1287/opre.2017.1636
@@ Property / DOI: 10.1287/opre.2017.1636 / rank @@
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@@ Property / author @@
-Chulmin Kang
@@ Property / author: Chulmin Kang / rank @@
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@@ Property / author @@
-Wanmo Kang
@@ Property / author: Wanmo Kang / rank @@
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@@ Property / author @@
-Jong Mun Lee
@@ Property / author: Jong Mun Lee / rank @@
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@@ Property / published in @@
-Operations Research
@@ Property / published in: Operations Research / rank @@
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@@ Property / publication date @@
-December 2017Timestamp +2017-12-15T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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-Timestamp
++2017-12-15T00:00:00Z
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++00:00
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+day
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@@ Property / publication date: 15 December 2017 / rank @@
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@@ Property / full work available at URL @@
-https://arxiv.org/abs/1309.0557
@@ Property / full work available at URL: https://arxiv.org/abs/1309.0557 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
-G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
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-C05
@@ Property / Mathematics Subject Classification ID: 65C05 / rank @@
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-H30
@@ Property / Mathematics Subject Classification ID: 60H30 / rank @@
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@@ Property / zbMATH DE Number @@
-6818957
@@ Property / zbMATH DE Number: 6818957 / rank @@
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@@ Property / zbMATH Keywords @@
-Wishart processes
@@ Property / zbMATH Keywords: Wishart processes / rank @@
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@@ Property / zbMATH Keywords @@
-stochastic volatility
@@ Property / zbMATH Keywords: stochastic volatility / rank @@
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@@ Property / zbMATH Keywords @@
-Monte-Carlo method
@@ Property / zbMATH Keywords: Monte-Carlo method / rank @@
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@@ Property / zbMATH Keywords @@
-exact simulation
@@ Property / zbMATH Keywords: exact simulation / rank @@
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Latest revision as of 09:59, 6 May 2024

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Item:Q2444649