In this paper we prove a theorem concernin:< weak lattice constants and hence three matricial equations for conversion matrices. IThen we introduce a block-partition for conves$lon matrices and we write matricial equations for this block-partition; from these matricial equations we propose the calc
β¦ LIBER β¦
Some Results on Correlation Matrices for Interest Rates
β Scribed by Ernesto Salinelli; Carlo Sgarra
- Publisher
- Springer Netherlands
- Year
- 2011
- Tongue
- English
- Weight
- 864 KB
- Volume
- 115
- Category
- Article
- ISSN
- 0167-8019
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