//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Lévy Dit Véhel, Pierre-Emmanuel"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
CGMY model
1
Credit derivative
1
Kreditderivat
1
Measurement
1
Messung
1
Modellierung
1
Option pricing theory
1
Optionspreistheorie
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Scientific modelling
1
Stochastic process
1
Stochastischer Prozess
1
Tempered stable processes
1
Theorie
1
Theory
1
VaR
1
risk management
1
stochastic jump intensity
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Case study
1
Fallstudie
1
Language
All
English
2
Author
All
Cohort, Pierre
1
Levy dit Vehel, Pierre Emmanuel
1
Lévy Dit Véhel, Pierre-Emmanuel
1
Lévy Véhel, Jacques
1
Patras, Frédéric
1
Published in...
All
Risk and decision analysis
1
The journal of risk model validation
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic jump intensity models
Lévy Dit Véhel, Pierre-Emmanuel
;
Lévy Véhel, Jacques
- In:
Risk and decision analysis
7
(
2018
)
1/2
,
pp. 63-75
Persistent link: https://www.econbiz.de/10011945650
Saved in:
2
Toward model value-at-risk : bespoke CDO tranches, a case study
Cohort, Pierre
;
Levy dit Vehel, Pierre Emmanuel
; …
- In:
The journal of risk model validation
7
(
2013
)
3
,
pp. 21-34
Persistent link: https://www.econbiz.de/10010480651
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->