Abdelkoddousse Ahdida
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Exact and high-order discretization schemes for Wishart processes and their affine extensions The Annals of Applied Probability | 2013-05-10 | Paper |
| Exact and high-order discretization schemes for Wishart processes and their affine extensions The Annals of Applied Probability | 2013-05-10 | Paper |
| A mean-reverting SDE on correlation matrices Stochastic Processes and their Applications | 2013-03-04 | Paper |
Research outcomes over time
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