Correlation matrix with block structure and efficient sampling methods
| Year of publication: |
2010
|
|---|---|
| Authors: | Huang, Jinggang ; Yang, Liming |
| Published in: |
The journal of computational finance. - London : Incisive Media, ISSN 1460-1559, ZDB-ID 1433009x. - Vol. 14.2010, 1, p. 81-81
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