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The Laplace transform of the integrated Volterra Wishart process

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Academic year: 2021

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Table 1: Approximation of I (H) by I n (H) for several values of H with n ranging between 10 and 1000
Figure 1: Convergence of I n (H) (blue) towards the benchmark MC value I(H) (red) for different values of (H, n) from Table 1

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