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On Piterbarg’s max-discretisation theorem for multivariate stationary Gaussian processes
Journal of Mathematical Analysis and Applications, 2014Enkelejd Hashorva, Zhongquan Tan
exaly
Discretisation-Invariant Swaps
SSRN Electronic Journal, 2014Carol Alexander, Johannes Rauch
openaire +1 more source
Benchmarking Discretisation Level of Continuous Attributes: Theoretical and Experimental Approaches
2019Wanghu Chen, Jianwu Wang
exaly

