Tensor Approximation of Generalized Correlated Diffusions and Functional Copula Operators

Dalessandro, A; Peters, GW; (2017) Tensor Approximation of Generalized Correlated Diffusions and Functional Copula Operators. Methodology and Computing in Applied Probability 10.1007/s11009-017-9545-8 . (In press). Green open access

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