Markov models for commodity futures: theory and practice.
- Published in:
- Quantitative Finance, 2010, v. 10, n. 8, p. 831, doi. 10.1080/14697680903493599
- By:
- Publication type:
- Article
Works in Quantitative Finance, 2010, Vol 10, Issue 8
Results: 10
1
2
Multivariate models for operational risk.
- Published in:
- Quantitative Finance, 2010, v. 10, n. 8, p. 855, doi. 10.1080/14697680903358222
- By:
- Publication type:
- Article
3
(Non-)robustness of maximum likelihood estimators for operational risk severity distributions.
- Published in:
- Quantitative Finance, 2010, v. 10, n. 8, p. 871, doi. 10.1080/14697680903159240
- By:
- Publication type:
- Article
4
Do financial returns have finite or infinite variance? A paradox and an explanation.
- Published in:
- Quantitative Finance, 2010, v. 10, n. 8, p. 883, doi. 10.1080/14697680903540381
- By:
- Publication type:
- Article
5
Asymmetry of information flow between volatilities across time scales.
- Published in:
- Quantitative Finance, 2010, v. 10, n. 8, p. 895, doi. 10.1080/14697680903460143
- By:
- Publication type:
- Article
6
Wavelet decomposition for intra-day volume dynamics.
- Published in:
- Quantitative Finance, 2010, v. 10, n. 8, p. 917, doi. 10.1080/14697680903369484
- By:
- Publication type:
- Article
7
Portfolio selection based on the mean-VaR efficient frontier.
- Published in:
- Quantitative Finance, 2010, v. 10, n. 8, p. 931, doi. 10.1080/14697681003652514
- By:
- Publication type:
- Article
8
Pricing the credit default swap rate for jump diffusion default intensity processes.
- Published in:
- Quantitative Finance, 2010, v. 10, n. 8, p. 809, doi. 10.1080/14697680903382768
- By:
- Publication type:
- Article
9
Static-arbitrage lower bounds on the prices of basket options via linear programming.
- Published in:
- Quantitative Finance, 2010, v. 10, n. 8, p. 819, doi. 10.1080/14697680902956703
- By:
- Publication type:
- Article
10
Calendar.
- Published in:
- 2010
- Publication type:
- Calendar