Implied ICA : factor extraction and multiasset derivative pricing
Year of publication: |
2012
|
---|---|
Authors: | Kumiega, Andrew ; Neururer, Thaddeus ; Van Vliet, Benjamin |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 19.2012, 4, p. 39-52
|
Subject: | Theorie | Theory | Derivat | Derivative |
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