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Ian

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visits member for 1 year, 5 months
seen Apr 24 '12 at 15:48
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86 reputation
 bio website visits member for 1 year, 5 months
2 badges
 location seen Apr 24 '12 at 15:48
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2 Answers

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3
 How do I adjust a correlation matrix whose elements are generated from different market regimes?
3
 Which approach is better for modeling option exercise strategies, rational or behavioral?

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+30 How do I adjust a correlation matrix whose elements are generated from different market regimes?
+55 Which approach is better for modeling option exercise strategies, rational or behavioral?

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correlation-matrix
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calibration
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