Works matching IS 21931402 AND DT 2016 AND VI 33 AND IP 1/2
Results: 5
Asymptotically stable dynamic risk assessments.
- Published in:
- Statistics & Risk Modeling, 2016, v. 33, n. 1/2, p. 41, doi. 10.1515/strm-2012-1146
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- Publication type:
- Article
Implied basket correlation dynamics.
- Published in:
- Statistics & Risk Modeling, 2016, v. 33, n. 1/2, p. 1, doi. 10.1515/strm-2014-1176
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- Publication type:
- Article
Scenario aggregation method for portfolio expectile optimization.
- Published in:
- Statistics & Risk Modeling, 2016, v. 33, n. 1/2, p. 51, doi. 10.1515/strm-2016-0008
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- Publication type:
- Article
Change detection in the Cox-Ingersoll-Ross model.
- Published in:
- Statistics & Risk Modeling, 2016, v. 33, n. 1/2, p. 21, doi. 10.1515/strm-2015-0008
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- Publication type:
- Article
Frontmatter.
- Published in:
- Statistics & Risk Modeling, 2016, v. 33, n. 1/2, p. i, doi. 10.1515/strm-2016-frontmatter1-2
- Publication type:
- Article