Hybrid simulation scheme for volatility modulated moving average fields Claudio Constantin Heinrich Mikko S Pakkanen Almut E.D. Veraart Publication details Journal: Mathematics and Computers in Simulation, 2019 International Standard Numbers: Printed: 0378-4754 Electronic: 1872-7166 Link: DOI: doi.org/10.1016/j.matcom.2019.04.006 Claudio Heinrich-Mertsching Senior Research Scientist You are here: Home Publications Scientific article Hybrid simulation scheme for volatility modulated moving average fields