An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling (Q3424320): Difference between revisions

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+Interest rate models -- theory and practice
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+Normal rank
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+The LIBOR model dynamics: Approximations, calibration and diagnostics
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+Structured low rank approximation
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+An Algorithm for Restricted Least Squares Regression
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+Q3499239
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+Computing the nearest correlation matrix--a problem from finance
+Normal rank
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+Q2756619
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+Normal rank
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+Optimal low-rank approximation to a correlation matrix
+Normal rank