The most simple methodology to create a valid correlation matrix for risk management and option pricing purposes
Joseph Simonian
| Year of publication: |
2010
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|---|---|
| Authors: | Simonian, Joseph |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 17.2010, 16/18, p. 1767-1768
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| Subject: | Korrelation | Correlation | Lineare Algebra | Linear algebra | Risikomanagement | Risk management | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009232146