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Modelling implied correlation dynamics
Silyakova, Elena - 2013
Persistent link: https://www.econbiz.de/10010233468
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Implied basket correlation dynamics
Härdle, Wolfgang; Silyakova, Elena - 2012
of computational burden and estimation error. First the number of correlation coefficients to be estimated would grow …
Persistent link: https://www.econbiz.de/10009665551
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Implied basket correlation dynamics
Härdle, Wolfgang Karl; Silyakova, Elena - 2012
of computational burden and estimation error. First the number of correlation coefficients to be estimated would grow …
Persistent link: https://www.econbiz.de/10010318771