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 |
|---|---|---|
| Default prediction with the Merton-type structural model based on the NIG Lévy process Journal of Computational and Applied Mathematics | 2016-12-28 | Paper |
| An explicit option-based strategy that outperforms dollar cost averaging International Journal of Theoretical and Applied Finance | 2012-05-07 | Paper |
| Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives Insurance Mathematics & Economics | 2012-04-18 | Paper |
| Quantile approximations in auto-regressive portfolio models Journal of Computational and Applied Mathematics | 2011-03-09 | Paper |
| Computation of convex bounds for present value functions with random payments Journal of Computational and Applied Mathematics | 2005-11-01 | Paper |
Research outcomes over time
This page was built for person: Ales Ahcan
