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Correlation matrix with block structure and efficient sampling methods
Huang, Jinggang
;
Yang, Liming
- In:
The journal of computational finance
14
(
2010/11
)
1
,
pp. 81-94
Persistent link: https://www.econbiz.de/10008736741
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2
Correlation matrix with block structure and efficient sampling methods
Huang, Jinggang
;
Yang, Liming
- In:
The journal of computational finance
14
(
2010
)
1
,
pp. 81-81
Persistent link: https://www.econbiz.de/10008713885
Saved in:
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