Dependence calibration and portfolio fit with factor-based...

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Dependence calibration and portfolio fit with factor-based subordinators

Luciano, Elisa, Marena, Marina, Semeraro, Patrizia
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Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2015.1114661
Date:
January, 2016
File:
PDF, 535 KB
english, 2016
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