On Rebonato and Jäckel's parametrization method for finding nearest correlation matrices (Q3526381)
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scientific article; zbMATH DE number 5346762
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| default for all languages | No label defined |
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| English | On Rebonato and Jäckel's parametrization method for finding nearest correlation matrices |
scientific article; zbMATH DE number 5346762 |
Statements
25 September 2008
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0.7951170206069946
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0.7949780821800232
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