%0 Journal Article %A Teng, Long %A Wu, Xueran %A Günther, Michael %A Ehrhardt, Matthias %T A new methodology to create valid time-dependent correlation matrices via isospectral flows %J ESAIM: Mathematical Modelling and Numerical Analysis %D 2020 %P 361-371 %V 54 %N 2 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/m2an/2019064/ %R 10.1051/m2an/2019064 %G en %F M2AN_2020__54_2_361_0