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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2005) 13 (1): 53–76.
Published: 31 May 2005
... of correlation matrix to improve our computation speed. Several examples are discussed to compare with other methods. Basket Option Multivariate European Contingent Claim Gauss-Hermite Integration Principal Component Analysis © 2005 Emerald Publishing Limited 2005 This article is published under...
