Ales Ahcan
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Default prediction with the Merton-type structural model based on the NIG Lévy process Journal of Computational and Applied Mathematics | 2016-12-28 | Paper |
| An explicit option-based strategy that outperforms dollar cost averaging International Journal of Theoretical and Applied Finance | 2012-05-07 | Paper |
| Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives Insurance Mathematics & Economics | 2012-04-18 | Paper |
| Quantile approximations in auto-regressive portfolio models Journal of Computational and Applied Mathematics | 2011-03-09 | Paper |
| Computation of convex bounds for present value functions with random payments Journal of Computational and Applied Mathematics | 2005-11-01 | Paper |
Research outcomes over time
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