A note on adjusting correlation matrices

Applied Mathematical Finance 2002 / 03 Vol. 9; Iss. 1

A note on adjusting correlation matrices

León, A., Peris, J. E., Silva, J., Subiza, B.
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Volume:
9
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/13504860210136721
Date:
March, 2002
File:
PDF, 130 KB
english, 2002
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