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Simulation of multivariate diffusion bridges
Mogens Bladt, Samuel Thomas John Finch,
Michael Sørensen
Department of Mathematical Sciences
15
Citations (Scopus)
44
Downloads (Pure)
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Dive into the research topics of 'Simulation of multivariate diffusion bridges'. Together they form a unique fingerprint.
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Mathematics
Simulation
94%
Coupling Method
28%
Likelihood Inference
26%
Markov Chain Monte Carlo Algorithms
25%
Discretization Error
25%
Interval
24%
Simulation Methods
24%
Diffusion Model
23%
Bayesian Estimation
23%
Bayesian inference
22%
Computational Complexity
19%
Stochastic Differential Equations
18%
Simulation Study
15%
Generalise
11%
Business & Economics
Simulation
100%
Diffusion Model
30%
Bayesian Inference
27%
Stochastic Differential Equations
24%
Bayesian Estimation
23%
Discretization
23%
Markov Chain Monte Carlo
22%
Simulation Methods
22%
Computational Complexity
22%
Simulation Study
17%
Usefulness
15%