A note on adjusting correlation matrices (Q4551200)
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scientific article; zbMATH DE number 1796825
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on adjusting correlation matrices |
scientific article; zbMATH DE number 1796825 |
Statements
A note on adjusting correlation matrices (English)
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5 September 2002
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bivariate option pricing
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copula functions
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pricing kernel
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applications
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