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    WSC
    2004
    94views Modeling And Simulation» more  WSC 2004»
    An Examination of Forward Volatility
    14 years 1 months ago
    An Examination of Forward Volatility
    Download  www.informs-sim.org
    This paper investigates the adequacy of various principal components (p.c.) approaches as data reduction schemes for processing contingent claim valuations on baskets of equities....
    Ray Popovic, David Goldsman
    claim paper
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