A note on adjusting correlation matrices
| Year of publication: |
2002
|
|---|---|
| Authors: | Leon, A. ; Peris, J.E. ; Silva, J. ; Subiza, B. |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 9.2002, 1, p. 61
|