Simulation of multivariate diffusion bridges
Bladt, Mogens, Finch, Samuel, Sørensen, MichaelVolume:
78
Language:
english
Journal:
Journal of the Royal Statistical Society: Series B (Statistical Methodology)
DOI:
10.1111/rssb.12118
Date:
March, 2016
File:
PDF, 1.45 MB
english, 2016