Implied ICA: Factor Extraction and Multiasset Derivative Pricing
| Year of publication: |
2012
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|---|---|
| Authors: | Kumiega, Andrew ; Neururer, Thaddeus ; Van Vliet, Ben |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 19.2012, 4, p. 39-53
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