József Gáll

Available identifiers

zbMath Open gall.jozsefMaRDI QIDQ1042583

List of research outcomes

Publication	Date of Publication	Type
On approximations of value at risk and expected shortfall involving kurtosis	2023-07-18	Paper
Statistical Analysis of DH1 Cryptosystem	2017-08-25	Paper
Joint ML estimation of all parameters in a discrete time random field HJM type interest rate model	2014-01-14	Paper
Random field forward interest rate models, market price of risk and their statistics	2009-12-14	Paper
Forward interest rate curves in discrete time settings driven by random fields	2006-10-10	Paper
Maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet	2005-10-31	Paper
Some possible stock price distributions under incompleteness of the market	2004-08-06	Paper
Limiting connection between discrete and continuous time forward interest rate curve models	2003-12-09	Paper

Research outcomes over time

This page was built for person: József Gáll