Explicit Solutions to Correlation Matrix Completion Problems, with an Application to Risk Management and Insurance (2017)
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/10.2139/ssrn.3054171
Publication URI: http://dx.doi.org/10.2139/ssrn.3054171
Type: Journal Article/Review
Parent Publication: SSRN Electronic Journal