Dmitri H. Rubisov
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Person:2879035
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 |
|---|---|---|
| A two-state jump model Quantitative Finance | 2019-01-14 | Paper |
| Optimal accelerated share repurchases Applied Mathematical Finance | 2018-04-06 | Paper |
| Valuing guaranteed withdrawal benefits with stochastic interest rates and volatility Quantitative Finance | 2014-09-05 | Paper |
| Robust estimation of historical volatility and correlations in risk management Quantitative Finance | 2009-10-12 | Paper |
Research outcomes over time
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