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!

PublicationDate of PublicationType
Exact and high-order discretization schemes for Wishart processes and their affine extensions
The Annals of Applied Probability
2013-05-10Paper
Exact and high-order discretization schemes for Wishart processes and their affine extensions
The Annals of Applied Probability
2013-05-10Paper
A mean-reverting SDE on correlation matrices
Stochastic Processes and their Applications
2013-03-04Paper


Research outcomes over time


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