Further properties of random orthogonal matrix simulation
Year of publication: |
2012
|
---|---|
Authors: | Ledermann, Daniel ; Alexander, Carol |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 83.2012, C, p. 56-79
|
Publisher: |
Elsevier |
Subject: | Computational efficiency | L matrix | Random orthogonal matrix (ROM) | Rotation matrix | Simulation |
-
ROM Simulation with Rotation Matrices
Ledermann, Daniel, (2011)
-
Geyer, Alois, (2014)
-
Geyer, Alois, (2014)
- More ...
-
ROM Simulation: Applications to Stress Testing and VaR
Alexander, Carol, (2012)
-
Exact Moment Simulation using Random Orthogonal Matrices
Alexander, Carol, (2009)
-
ROM simulation with rotation matrices
Ledermann, Daniel, (2011)
- More ...