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Risk management - Error of VAR by overlapping intervals - When overlapping intervals in time series are used, volatility and price changes' percentiles are underestimated. Conseque...
Sun, Heng; Nelken, Izzy; Han, Guowen; Guo, Jiping - In: Risk : managing risk in the world's financial markets 22 (2009) 3, pp. 86-91
Persistent link: https://www.econbiz.de/10008233228
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New results on the newsvendor model and the multi-period inventory model with backordering
Janakiraman, Ganesh; Park, Seung Jae; Seshadri, Sridhar; … - In: Operations research letters 41 (2013) 4, pp. 373-376
Persistent link: https://www.econbiz.de/10010132455
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SERIES EXPANSION OF THE SABR JOINT DENSITY
Wu, Qi - In: Mathematical finance : an international journal of … 22 (2012) 2, pp. 310-346
Persistent link: https://www.econbiz.de/10009830080