Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation

TitleBrownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation
Publication TypeJournal Article
Year of Publication2015
AuthorsBeleza SJ, Esquivel ML, Gaspar RM
JournalCOMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
Volume44
Pagination2608-2621
ISSN0361-0918
DOI10.1080/03610918.2014.901352