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zbMath1265.91161arXiv0709.1536MaRDI QIDQ2918750

Maria Craciun, Călin Vamoş

Publication date: 10 October 2012

Full work available at URL: https://arxiv.org/abs/0709.1536

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Monte Carlo simulations financial time series GARCH model artificial trends

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05)

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