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"Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial ..."

J. Beleza Sousa, Manuel L. Esquível, R. M. Gaspar (2015)

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DOI: 10.1080/03610918.2014.901352

access: closed

type: Journal Article

metadata version: 2020-05-10

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J. Beleza Sousa, Manuel L. Esquível, R. M. Gaspar:
Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation. Commun. Stat. Simul. Comput. 44(10): 2608-2621 (2015)

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