Antonio Dalessandro, Gareth W. Peters
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Tensor Approximation of Generalized Correlated Diffusions and Functional Copula Operators. / Dalessandro, Antonio; Peters, Gareth W.
TY - JOUR
T1 - Tensor Approximation of Generalized Correlated Diffusions and Functional Copula Operators
AU - Dalessandro, Antonio
AU - Peters, Gareth W.
PY - 2018/3
Y1 - 2018/3
UR - https://ssrn.com/abstract=2813135
U2 - 10.1007/s11009-017-9545-8
DO - 10.1007/s11009-017-9545-8
M3 - Article
VL - 20
SP - 237
EP - 271
JO - Methodology and Computing in Applied Probability
JF - Methodology and Computing in Applied Probability
SN - 1387-5841
IS - 1