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Grubisic, Igor's
Scholarly Papers
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Total Downloads
446 |
Total
Citations
19 |
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Grubisic, Igor University of Utrecht - Faculty of Mathematics and Computer Science Pietersz, Raoul Erasmus Research Institute of Management (ERIM)
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Geometric optimisation, Correlation matrix, Rank, LIBOR market model
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Grubisic, Igor University of Utrecht - Faculty of Mathematics and Computer Science Pietersz, Raoul Erasmus Research Institute of Management (ERIM)
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208
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geometric optimisation, correlation matrix, rank, LIBOR market model
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