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Brownian Bridge and Other Path-dependent Gaussian Processes..:
Sousa, J. Beleza
;
Esquível, M. L.
;
Gaspar, R. M.
Communications in Statistics - Simulation and Computation. 44 (2014) 10 - p. 2608-2621 , 2014
Link:
https://doi.org/10.1080/03610918.2014.901352
RT Journal T1 <Title>Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_03610918.2014.901352&Exemplar=1&LAN=DE A1 Sousa, J. Beleza A1 Esquível, M. L. A1 Gaspar, R. M. PB Informa UK Limited YR 2014 SN 0361-0918 SN 1532-4141 JF Communications in Statistics - Simulation and Computation VO 44 IS 10 SP 2608 OP 2621 LK http://dx.doi.org/https://doi.org/10.1080/03610918.2014.901352 DO https://doi.org/10.1080/03610918.2014.901352 SF ELIB - SuUB Bremen
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