Bao Quoc Ta

Available identifiers

Publication	Date of Publication	Type
Portfolio optimization based on artificial neural network and GARCH-EVT-copula models	2024-03-13	Paper
Ruin Probabilities of Continuous-Time Risk Model with Dependent Claim Sizes and Interarrival Times	2023-01-31	Paper
The Black-Litterman Model for Portfolio Optimization on Vietnam Stock Market	2023-01-31	Paper
https://portal.mardi4nfdi.de/entity/Q5065865	2022-03-22	Paper
Ulam-Hyers stability and Ulam-Hyers-Rassias stability for fuzzy integrodifferential equation	2019-09-09	Paper
https://portal.mardi4nfdi.de/entity/Q5382526	2019-06-17	Paper
A note on the generalized Bernoulli and Euler Polynomials	2017-04-05	Paper
Some properties of bivariate Schur-constant distributions	2017-02-28	Paper
Probabilistic approach to Appell polynomials	2015-08-19	Paper
Averaging problems of running processes associated with Brownian motion and applications	2015-05-13	Paper
Differentiability of excessive functions of one-dimensional diffusions and the principle of smooth fit	2015-04-08	Paper
Optimal stopping of strong Markov processes	2013-03-06	Paper
On the existence, uniqueness and stability of solutions of stochastic Volterra-Itô equation	2006-03-07	Paper
https://portal.mardi4nfdi.de/entity/Q3369868	2006-02-06	Paper

This page was built for person: Bao Quoc Ta