No-arbitrage ROM simulation (Q1994590)
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scientific article; zbMATH DE number 6970537
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | No-arbitrage ROM simulation |
scientific article; zbMATH DE number 6970537 |
Statements
No-arbitrage ROM simulation (English)
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1 November 2018
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financial scenario generation
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ROM simulation
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no-arbitrage bounds
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simplex
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rotation matrix
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0.8334242701530457
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0.785448431968689
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0.7720612287521362
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0.750362753868103
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