Explicit solutions to correlation matrix completion problems, with an application to risk management and insurance (2018)

First Author: Georgescu D
Attributed to:  Inference, COmputation and Numerics for Insights into Cities (ICONIC) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1098/rsos.172348

Publication URI: http://dx.doi.org/10.1098/rsos.172348

Type: Journal Article/Review

Parent Publication: Royal Society Open Science

Issue: 3

ISSN: 2054-5703