The most simple methodology to create a valid correlation matrix for risk management and option pricing purposes
Year of publication: |
2010
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Authors: | Simonian, Joseph |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 17.2010, 16/18, p. 1767-1768
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Subject: | Korrelation | Correlation | Lineare Algebra | Linear algebra | Risikomanagement | Risk management | Optionspreistheorie | Option pricing theory |
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