"Exact Simulation of the Wishart Multidimensional Stochastic Volatility Model."

Chulmin Kang, Wanmo Kang, Jong Mun Lee (2017)

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DOI: 10.1287/OPRE.2017.1636

access: closed

type: Journal Article

metadata version: 2020-03-31

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Chulmin Kang, Wanmo Kang, Jong Mun Lee:
Exact Simulation of the Wishart Multidimensional Stochastic Volatility Model. Oper. Res. 65(5): 1190-1206 (2017)

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