Lydienne Matchie

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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!

PublicationDate of PublicationType
scientific article; zbMATH DE number 6305527 (Why is no real title available?)2014-06-19Paper
VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES
International Journal of Theoretical and Applied Finance
2014-04-25Paper


Research outcomes over time


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