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R Corner: Extreme Grey Swan Scenarios—DMFBM
how to use the Dependent Multivariate Fractional Brownian Motion, or DMFBM, function in the computer language ... language R. The function can be used for, among other things, calculating quantities such as reserve ...- Authors: Steven Craighead
- Date: Apr 2011
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: CompAct
- Topics: Technology & Applications