Found: 12
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Moment explosions in stochastic volatility models.
- Published in:
- Finance & Stochastics, 2007, v. 11, n. 1, p. 29, doi. 10.1007/s00780-006-0011-7
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- Publication type:
- Article
On average losses in the ruin problem with fractional Brownian motion as input.
- Published in:
- Extremes, 2009, v. 12, n. 1, p. 77, doi. 10.1007/s10687-008-0069-z
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- Publication type:
- Article
A NEW FRAMEWORK FOR DYNAMIC CREDIT PORTFOLIO LOSS MODELLING.
- Published in:
- International Journal of Theoretical & Applied Finance, 2008, v. 11, n. 2, p. 163, doi. 10.1142/S0219024908004762
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- Publication type:
- Article
RISK SENSITIVITIES OF BERMUDA SWAPTIONS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2004, v. 7, n. 4, p. 465, doi. 10.1142/S0219024904002487
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- Publication type:
- Article
Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates.
- Published in:
- Extremes, 2021, v. 24, n. 3, p. 617, doi. 10.1007/s10687-020-00402-2
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- Publication type:
- Article
Correction to: On maximum of Gaussian random fields having unique maximum point of its variance.
- Published in:
- 2021
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- Publication type:
- Correction Notice
On maximum of Gaussian random field having unique maximum point of its variance.
- Published in:
- Extremes, 2019, v. 22, n. 3, p. 413, doi. 10.1007/s10687-019-00346-2
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- Publication type:
- Article
On shape of high massive excursions of trajectories of Gaussian homogeneous fields.
- Published in:
- Extremes, 2017, v. 20, n. 3, p. 691, doi. 10.1007/s10687-016-0281-1
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- Publication type:
- Article
High extrema of Gaussian chaos processes.
- Published in:
- Extremes, 2016, v. 19, n. 2, p. 253, doi. 10.1007/s10687-016-0239-3
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- Publication type:
- Article
Asymptotic expansion of Gaussian chaos via probabilistic approach.
- Published in:
- Extremes, 2015, v. 18, n. 3, p. 315, doi. 10.1007/s10687-015-0215-3
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- Publication type:
- Article
On probability of high extremes for product of two independent Gaussian stationary processes.
- Published in:
- Extremes, 2015, v. 18, n. 1, p. 99, doi. 10.1007/s10687-014-0205-x
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- Publication type:
- Article
On the 100th anniversary of Boris Vladimirovich Gnedenko (01.01.1912-27.12.1995).
- Published in:
- Extremes, 2012, v. 15, n. 4, p. 531, doi. 10.1007/s10687-012-0150-5
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- Publication type:
- Article