Brownian Bridge and Other Path-Dependent Gaussian Processes Vectorial Simulation

AuthID
 P-00G-DZA
3
Author(s)
Document Type
Article
Year published
2015
Published
in COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, ISSN: 0361-0918
Volume: 44, Issue: 10, Pages: 2608-2621 (14)
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Publication Identifiers
SCOPUS: 2-s2.0-84937435807
Wos: WOS:000357516600009
Source Identifiers
ISSN: 0361-0918
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