On correlation calculus for multivariate martingales

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Original language	English
Place of Publication	Amsterdam
Publisher	Vrije Universiteit Amsterdam, Faculty of Economics and Business Administration
Publication status	Published - 1990

Name	Serie Research Memoranda
No.	1990-81

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@techreport{b4ac764c2769413aa0e2ed6488f709eb,

title = "On correlation calculus for multivariate martingales",

author = "K. Dzhaparidze and P. Spreij",

year = "1990",

language = "English",

series = "Serie Research Memoranda",

publisher = "Vrije Universiteit Amsterdam, Faculty of Economics and Business Administration",

number = "1990-81",

type = "WorkingPaper",

institution = "Vrije Universiteit Amsterdam, Faculty of Economics and Business Administration",

}