Multivariate option price models and extremes (Q4337161): Difference between revisions

@@ Property / author @@
-Q163402
@@ Property / author: Q163402 / rank @@
-Normal rank
@@ Property / author @@
+Juerg Hüsler
@@ Property / author: Juerg Hüsler / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610929608831736
+Normal rank
@@ Property / OpenAlex ID @@
+W1983769271
@@ Property / OpenAlex ID: W1983769271 / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
@@ Property / cites work @@
+A note on the independence and total dependence of max i.d. distributions
+Normal rank
@@ Property / cites work @@
+A note on exceedances and rare events of non-stationary sequences
+Normal rank
@@ Property / cites work @@
+Stable distributions for asset returns
@@ Property / cites work: Stable distributions for asset returns / rank @@
+Normal rank
@@ Property / cites work @@
+Q4845600
@@ Property / cites work: Q4845600 / rank @@
+Normal rank