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  • Search: subject:"local in index correlation"
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Correlation 1 Estimation theory 1 Gyöngy's theorem 1 Korrelation 1 Markov chain 1 Markov-Kette 1 Markovian projection 1 Monte Carlo 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Schätztheorie 1 local correlation 1 local in index correlation 1 pairwise correlation 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Koster, Frank 1 Oeltz, Daniel 1
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The journal of computational finance 1
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A pairwise local correlation model
Koster, Frank; Oeltz, Daniel - In: The journal of computational finance 22 (2018/2019) 4, pp. 1-24
Persistent link: https://www.econbiz.de/10012042217
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