Hybrid simulation scheme for volatility modulated moving average fields
- 1 December 2019
- journal article
- research article
- Published by Elsevier in Mathematics and Computers in Simulation
- Vol. 166, 224-244
Abstract
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Funding Information
- Villum Fonden, Denmark (88511)
- Danish National Research Foundation
- Marie Curie FP7 Integration (PCIG11-GA-2012-321707)
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