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33
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WSC
2004
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Modeling And Simulation
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WSC 2004
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An Examination of Forward Volatility
14 years 7 days ago
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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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