Dmitri H. Rubisov
From MaRDI portal
Person:2879035
Available identifiers
zbMath Open rubisov.dmitri-hMaRDI QIDQ2879035
List of research outcomes
| Publication | Date of Publication | Type |
|---|---|---|
| A two-state jump model | 2019-01-14 | Paper |
| Optimal accelerated share repurchases | 2018-04-06 | Paper |
| Valuing guaranteed withdrawal benefits with stochastic interest rates and volatility | 2014-09-05 | Paper |
| Robust estimation of historical volatility and correlations in risk management | 2009-10-12 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Dmitri H. Rubisov
