Installation
About
Efficient simulation of Brownian semistationary (BSS) processes using the hybrid simulation scheme, as described in Bennedsen, Lunde, Pakkannen (2017)
Key Metrics
Downloads
Yesterday | 5 0% |
Last 7 days | 40 -18% |
Last 30 days | 184 -1% |
Last 90 days | 491 -35% |
Last 365 days | 2.282 -3% |