Using simulated currency rainbow options to evaluate covariance matrix forecasts

✍ Scribed by Hans N.E. Byström

• Book ID: 117699488
• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 126 KB
• Volume: 12
• Category: Article
• ISSN: 1042-4431
• DOI: 10.1016/s1042-4431(02)00004-5