Abstract
For the completeness of the presentation, and to facilitate applicability and empirical verification of the results presented in this book, we also present some useful long correlations formulas, derived and used symbolically throughout this book.
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© 2012 Springer Science+Business Media, LLC
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Stojanovic, S. (2012). Model Building: Correlations. In: Neutral and Indifference Portfolio Pricing, Hedging and Investing. Springer, New York, NY. https://doi.org/10.1007/978-0-387-71418-9_8
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DOI: https://doi.org/10.1007/978-0-387-71418-9_8
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Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-71417-2
Online ISBN: 978-0-387-71418-9
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