Michael Shields

Hi Regis, We will look into your concerns in detail and respond soon. Michael

Hi Regis, I believe you may be somehow misunderstanding our implementation of the Nataf transformation as I am not able to see the inconsistency between your statements and the manner...

Regis, thanks for your detailed response. To your individual points: - You are correct that we do not integrate the decorrelation step into the Nataf code. The reason for this...