"Fast algorithm for nonparametric arbitrage-free SPD estimation."

Zdenek Hlávka (2006)

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DOI: 10.1016/J.CSDA.2006.08.006

access: closed

type: Journal Article

metadata version: 2020-02-18

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Zdenek Hlávka:
Fast algorithm for nonparametric arbitrage-free SPD estimation. Comput. Stat. Data Anal. 51(4): 2339-2349 (2006)

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