Fast Rank Reduction of Parametric Forward Rate Correlation Matrices
Year of publication: |
2010
|
---|---|
Authors: | Lutz, Matthias |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Korrelation | Correlation | Ranking-Verfahren | Ranking method | Entwicklungstheorie | Development theory | Schätztheorie | Estimation theory | Derivat | Derivative |
Extent: | 1 Online-Ressource (10 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 8, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1711191 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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