High dimensionality in finance: a graph-theory analysis
| Year of publication: |
2012
|
|---|---|
| Authors: | Raynaud, Franck ; Lautier, Delphine |
| Institutions: | Université Paris-Dauphine (Paris IX) |
| Subject: | MST | Minimum spanning tree | Systemic risk | Financial futures | Graph theory |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in Derivative Securities Pricing and Modelling, . pp. 93-119.Length: 26 pages |
| Classification: | G13 - Contingent Pricing; Futures Pricing ; G15 - International Financial Markets ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; c58 |
| Source: |
Persistent link: https://www.econbiz.de/10010960549