An Adaptation of the Welford Method in order to Compute Semi-Variances

The_Welford_Formula_to_Compute_Semi-Variances

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European Barrier Call Options have a closed form solution

European_Barrier_Call_Options

Mitigating the effects of multicollinearity using principal components analysis

Solving_multicollinearity_using_PCA

Safe computation of the semi-variance

Safe computation of the semi-variance