Alexander Kreinin

Available identifiers

zbMath Open kreinin.alexander-yMaRDI QIDQ1038438

List of research outcomes

Publication	Date of Publication	Type
Backward simulation of multivariate mixed Poisson processes	2022-03-24	Paper
Analysis of impact of Covid-19 pandemic on financial markets	2022-03-02	Paper
Sensitivity Ranks by Monte Carlo	2020-08-26	Paper
Integer sequences connected to the Laplace continued fraction and Ramanujan's identity	2016-07-05	Paper
Combinatorial Properties of Mills Ratio	2014-05-22	Paper
Randomization in the first hitting time problem	2009-11-18	Paper
A semi-analytical method for VaR and credit exposure analysis	2008-03-31	Paper
Calibration of the default probability model	2007-12-10	Paper
Nonlinear risk of linear instruments	2002-08-07	Paper
Robust Monte Carlo simulation for approximate covariance matrices and VaR analyses	2001-07-12	Paper
Scheduling saves in fault-tolerant computations	1994-06-02	Paper
Scheduling Checks and Saves	1992-08-13	Paper

Research outcomes over time

This page was built for person: Alexander Kreinin