Boundaries of Correlation Adjustment with Applications to Financial Risk Management

Author: Numpacharoen Kawee  

Publisher: Routledge Ltd

ISSN: 1466-4313

Source: Applied Mathematical Finance, Vol.20, Iss.4, 2013-09, pp. : 403-414

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract