Cite
HARVARD Citation
Sahel, F. (2017). A General Parametrization of Correlation Matrix for a Multidimensional Stochastic Volatility Model. Wilmott. 2017 (92), pp. 36-43. [Online].
This is an interim version of our Electronic Legal Deposit Catalogue-eJournals and eBooks while we continue to recover from a cyber-attack.
Sahel, F. (2017). A General Parametrization of Correlation Matrix for a Multidimensional Stochastic Volatility Model. Wilmott. 2017 (92), pp. 36-43. [Online].