"The Explicit Laplace Transform for the Wishart Process."

Alessandro Gnoatto, Martino Grasselli (2014)

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DOI: 10.1017/S0021900200011578

access: closed

type: Journal Article

metadata version: 2020-04-16

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Alessandro Gnoatto, Martino Grasselli:
The Explicit Laplace Transform for the Wishart Process. J. Appl. Probab. 51(3): 640-656 (2014)

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