Q4598638 (Q4598638): Difference between revisions

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@@ label / en / label / en @@
-Exact Simulation of the Wishart Multidimensional Stochastic Volatility Model
@@ description / en / description / en @@
-scientific article; zbMATH DE number 6818957
@@ Property / instance of @@
-scholarly article
@@ Property / instance of: scholarly article / rank @@
-Normal rank
@@ Property / title @@
-Exact Simulation of the Wishart Multidimensional Stochastic Volatility Model (English)
-Normal rank
@@ Property / zbMATH Open document ID @@
-.91487
@@ Property / zbMATH Open document ID: 1410.91487 / rank @@
-Normal rank
@@ Property / DOI @@
-.1287/opre.2017.1636
@@ Property / DOI: 10.1287/opre.2017.1636 / rank @@
-Normal rank
@@ Property / author @@
-Chulmin Kang
@@ Property / author: Chulmin Kang / rank @@
-Normal rank
@@ Property / author @@
-Wanmo Kang
@@ Property / author: Wanmo Kang / rank @@
-Normal rank
@@ Property / author @@
-Jong Mun Lee
@@ Property / author: Jong Mun Lee / rank @@
-Normal rank
@@ Property / published in @@
-Operations Research
@@ Property / published in: Operations Research / rank @@
-Normal rank
@@ Property / publication date @@
-December 2017Timestamp +2017-12-15T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2017-12-15T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / publication date: 15 December 2017 / rank @@
-Normal rank
@@ 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 @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
-G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
-C05
@@ Property / Mathematics Subject Classification ID: 65C05 / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
-H30
@@ Property / Mathematics Subject Classification ID: 60H30 / rank @@
-Normal rank
@@ Property / zbMATH DE Number @@
-6818957
@@ Property / zbMATH DE Number: 6818957 / rank @@
-Normal rank
@@ Property / zbMATH Keywords @@
-Wishart processes
@@ Property / zbMATH Keywords: Wishart processes / rank @@
-Normal rank
@@ Property / zbMATH Keywords @@
-stochastic volatility
@@ Property / zbMATH Keywords: stochastic volatility / rank @@
-Normal rank
@@ Property / zbMATH Keywords @@
-Monte-Carlo method
@@ Property / zbMATH Keywords: Monte-Carlo method / rank @@
-Normal rank
@@ Property / zbMATH Keywords @@
-exact simulation
@@ Property / zbMATH Keywords: exact simulation / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
-MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
-Normal rank
@@ Property / OpenAlex ID @@
-W1645061396
@@ Property / OpenAlex ID: W1645061396 / rank @@
-Normal rank
@@ Property / arXiv ID @@
-.0557
@@ Property / arXiv ID: 1309.0557 / rank @@
-Normal rank
@@ links / mardi / name / links / mardi / name @@
-Publication:4598638

Revision as of 09:59, 6 May 2024

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Language	Label	Description	Also known as
English	No label defined	No description defined

Q4598638 (Q4598638): Difference between revisions

Revision as of 09:59, 6 May 2024

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