József Gáll

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
On approximations of value at risk and expected shortfall involving kurtosis Communications in Statistics. Simulation and Computation	2023-07-18	Paper
Statistical Analysis of DH1 Cryptosystem Acta Cybernetica	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 Annali dell'Università di Ferrara. Sezione VII. Scienze Matematiche	2009-12-14	Paper
Forward interest rate curves in discrete time settings driven by random fields Computers & Mathematics with Applications	2006-10-10	Paper
Maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet Journal of Applied Mathematics	2005-10-31	Paper
Some possible stock price distributions under incompleteness of the market Mathematical and Computer Modelling	2004-08-06	Paper
Limiting connection between discrete and continuous time forward interest rate curve models Acta Applicandae Mathematicae	2003-12-09	Paper

Research outcomes over time

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