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Large deviations, transforms, and simulations for some affine processes = 아핀 과정의 대편차, 변환, 시뮬레이션에 관한 연구link Kang, Chul-Min; 강철민; et al, 한국과학기술원, 2013 |
Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices Kang, Chul-Min; Kang, Wan-Mo, STOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.123, no.6, pp.2419 - 2445, 2013-06 |
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