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Stochastic Volatility With an Ornstein–Uhlenbeck Process: An Extension
The 5 references without a DOI — listed, not checked
no DOI — not checkedDuff, I. S. and Erisman, A. M. and Reid, J. K.: Direct Methods for Sparse Matrices. Oxford Science Publications, Oxford, 1986.
no DOI — not checkedFrommer, A.: Dünn besetzte Matrizen. Manuscript, University of Wuppertal, 2003.
no DOI — not checkedA. George and J. W. H. Liu: Computer solution of large sparse positive-definite systems. Prentice-Hall, New-Jersey, 1981.
no DOI — not checkedG. Golub and C. van Loan: Matrix computations. The Johns Hopkins University Press, 1996.
no DOI — not checkedLaurent, M.: Matrix completion problems. The Encyclopedia of Optimization, 3, 221–229 (2001).
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