Boundaries of Correlation Adjustment with Applications to Financial Risk Management
| Year of publication: |
2013
|
|---|---|
| Authors: | Numpacharoen, Kawee ; Bunwong, Kornkanok |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 20.2013, 4 (1.9.), p. 403-414
|