Exact Simulation of the Wishart Multidimensional Stochastic Volatility Model (Q4598638): Difference between revisions
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Revision as of 07:15, 19 April 2024
scientific article; zbMATH DE number 6818957
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact Simulation of the Wishart Multidimensional Stochastic Volatility Model |
scientific article; zbMATH DE number 6818957 |
Statements
Exact Simulation of the Wishart Multidimensional Stochastic Volatility Model (English)
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15 December 2017
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Wishart processes
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stochastic volatility
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Monte-Carlo method
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exact simulation
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