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Analytical valuation of autocallable notes
Guillaume, Tristan
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011333447
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An entropy divergence, D-distribution and its selected application in multivariate financial time series
Jayakumar, G. S. David Sam
;
Sulthan, A.
;
Samuel, W.
- In:
International journal of financial services management …
11
(
2021
)
2
,
pp. 134-148
Persistent link: https://www.econbiz.de/10012940016
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An analysis of random elections with large numbers of voters
Harrison-Trainor, Matthew
- In:
Mathematical social sciences
116
(
2022
),
pp. 68-84
Persistent link: https://www.econbiz.de/10013281338
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Correlation under stress in normal variance mixture models
Kalkbrener, Michael
;
Packham, Natalie
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 426-456
Persistent link: https://www.econbiz.de/10011350602
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5
General sum games with joint chance constraints
Peng, Shen
;
Vikas Vikram Singh
;
Lisser, Abdel
- In:
Operations research letters
46
(
2018
)
5
,
pp. 482-486
Persistent link: https://www.econbiz.de/10011936679
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