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| titoquant | Posted on: 2012/5/30 10:04 |
Just popping in   Joined: 2011/9/26 From: Posts: 4 |
Stulz Model Hello,
I'm trying to implement Stulz model based in matlab's function maxassetsensbystulz for more than two underlyings. The Stulz model is for only two underlyings (in the same currency). I just check out Herb Johnson model. It's too valid for baskets in the same currency. Any reference in VB o matlab? Thanks |
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