@article{M2AN_2020__54_2_361_0,
     author = {Teng, Long and Wu, Xueran and G\"unther, Michael and Ehrhardt, Matthias},
     title = {A new methodology to create valid time-dependent correlation matrices \protect\emph{via} isospectral flows},
     journal = {ESAIM: Mathematical Modelling and Numerical Analysis },
     pages = {361--371},
     publisher = {EDP-Sciences},
     volume = {54},
     number = {2},
     year = {2020},
     doi = {10.1051/m2an/2019064},
     mrnumber = {4062756},
     zbl = {1441.91095},
     language = {en},
     url = {http://www.numdam.org/articles/10.1051/m2an/2019064/}
}