Abdelkoddousse Ahdida
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Person:1939348
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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