The following pages link to Svetlana Borovkova (Q961394):
Displayed 18 items.
- Implied volatility in oil markets (Q961396) (← links)
- (Q1305411) (redirect page) (← links)
- Consistency of the Takens estimator for the correlation dimension (Q1305413) (← links)
- A potential-field approach to financial time series modelling (Q1417060) (← links)
- Assessing the impact of jumps in an option pricing model: a gradient estimation approach (Q2076852) (← links)
- Seasonal and stochastic effects in commodity forward curves (Q2462885) (← links)
- Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation (Q2731944) (← links)
- (Q2889457) (← links)
- (Q3511648) (← links)
- (Q4396374) (← links)
- (Q4416731) (← links)
- (Q4431555) (← links)
- News, volatility and jumps: the case of natural gas futures (Q4683076) (← links)
- (Q4817362) (← links)
- Least squares estimation of Generalized Space Time AutoRegressive (GSTAR) model and its properties (Q5107825) (← links)
- CONIC CVA AND DVA FOR OPTION PORTFOLIOS (Q5147998) (← links)
- Resolving statistical uncertainty in correlation dimension estimation (Q5264533) (← links)
- Analysis and Modelling of Electricity Futures Prices (Q5452747) (← links)