ROM SIMULATION Exact Moment Simulation using Random Orthogonal Matrices Bachelier Finance Society Meeting Toronto 2010

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Date: 2010-06-18 08:47:58 Probability theory Data analysis Multivariate normal distribution Normal distribution Skewness Kurtosis Matrix ICMA Centre Orthogonal matrix Statistics Mathematical analysis Matrices		ROM SIMULATION Exact Moment Simulation using Random Orthogonal Matrices Bachelier Finance Society Meeting Toronto 2010 Add to Reading List Source URL: www.fields.utoronto.ca Download Document from Source Website File Size: 404,51 KB Share Document on Facebook

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