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regarding bootstrapping

Thomas Steiner 
Gaurav,

some time ago I asked a very similar question. I got some very helpful
answers and some lines of code. Perhaps you want to read this (after
consulting Hull and the others):
https://stat.ethz.ch/pipermail/r-sig-finance/2006q1/000682.html

If you want to see some of my "present" code, just let me know.

Yours,
Thomas

Thread (12 messages)

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