Estimation risk in covariance
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems and Management,Strategy and Management,Business and International Management
Link
http://link.springer.com/content/pdf/10.1057/jam.2011.14.pdf
Reference31 articles.
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4. Black, F., Derman, E. and Toy, W. (1990) A one-factor model of interest rates and its application to treasure bond options. Financial Analysts Journal 46: 33–39.
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