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Sensitivity-implied tail-correlation matrices (Article)

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  ______     ___                 ___      _  _    _    _   
 /_____//   / _ \\      ___     / _ \\   | \| || | || | || 
 `____ `   / //\ \\    /   ||  / //\ \\  |  ' || | || | || 
 /___//   |  ___  ||  | [] || |  ___  || | .  || | \\_/ || 
 `__ `    |_||  |_||   \__ || |_||  |_|| |_|\_||  \____//  
 /_//     `-`   `-`     -|_|| `-`   `-`  `-` -`    `---`   
 `-`                     `-`                               
 


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