The nearest correlation matrix problem : solution by differential evolution method of global optimization
S. K. Mishra
| Year of publication: |
2008
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| Authors: | Mishra, S. K. |
| Published in: |
Journal of quantitative economics : journal of the Indian Econometric Society. - Mumbai, ISSN 0971-1554, ZDB-ID 12351702. - Vol. 6.2008, 1/2, p. 240-262
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009927449