Hybrid simulation scheme for volatility modulated moving average fields (Q1997699)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Hybrid simulation scheme for volatility modulated moving average fields |
scientific article; zbMATH DE number 7316768
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Hybrid simulation scheme for volatility modulated moving average fields |
scientific article; zbMATH DE number 7316768 |
Statements
Hybrid simulation scheme for volatility modulated moving average fields (English)
0 references
2 March 2021
0 references
simulation
0 references
random field
0 references
moving average
0 references
stochastic volatility
0 references
Matérn covariance
0 references
0 references
0 references
