Similar Search Results

Economic ties between Russia and Estonia in the modern context

Nevskaya, A. A. - In: Studies on Russian economic development : the official … 27 (2016) 2, pp. 216-221

Persistent link: https://www.econbiz.de/10011486421

Tail dependence of the Gaussian copula revisited

Furman, Edward; Kuznetsov, Alexey; Su, Jianxi; Zitikis, … - In: Insurance / Mathematics & economics 69 (2016), pp. 97-103

Persistent link: https://www.econbiz.de/10011530927

Prediction of personal protective equipment use in hospitals during COVID-19

Furman, Eugene; Cressman, Alex; Shin, Saeha; Kuznetsov, … - In: Health care management science : a new journal serving … 24 (2021) 2, pp. 439-453

Persistent link: https://www.econbiz.de/10012588673

Russian MNCs : empirical and theoretical aspects

Bulatov, Alexander; Kuznetsov, Alexey; Kvashnin, Yu. D.; … - In: The challenge of BRIC multinationals, (pp. 395-421). 2017

Persistent link: https://www.econbiz.de/10011583737

Weighted risk capital allocations in the presence of systematic risk

Furman, Edward; Kuznetsov, Alexey; Zitikis, Ričardas - In: Insurance / Mathematics & economics 79 (2018), pp. 75-81

Persistent link: https://www.econbiz.de/10011825387

On log-normal convolutions : an analytical-numerical method with applications to economic capital determination

Furman, Edward; Hackmann, Daniel; Kuznetsov, Alexey - In: Insurance / Mathematics & economics 90 (2020), pp. 120-134

Persistent link: https://www.econbiz.de/10012169509

AFFINE LATTICE MODELS

ALBANESE, CLAUDIO; KUZNETSOV, ALEXEY - In: International Journal of Theoretical and Applied … 08 (2005) 02, pp. 223-238

We introduce a new class of lattice models based on a continuous time Markov chain approximation scheme for affine processes, whereby the approximating process itself is affine. A key property of this class of lattice models is that the location of the time nodes can be chosen in a payoff...

Persistent link: https://www.econbiz.de/10005050496