API for correlations of variables - Githubissues

JuliaActuary / EconomicScenarioGenerators.jl

Status: Technical Preview

MIT License

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API for correlations of variables #17

Closed alecloudenback closed 2 years ago

alecloudenback commented 2 years ago

References: https://math.stackexchange.com/questions/539340/correlation-coefficient-of-wiener-process