Ales Ahcan

Available identifiers

zbMath Open ahcan.alesMaRDI QIDQ629434

List of research outcomes

Publication	Date of Publication	Type
Default prediction with the Merton-type structural model based on the NIG Lévy process	2016-12-28	Paper
An explicit option-based strategy that outperforms dollar cost averaging	2012-05-07	Paper
Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives	2012-04-18	Paper
Quantile approximations in auto-regressive portfolio models	2011-03-09	Paper
Computation of convex bounds for present value functions with random payments	2005-11-01	Paper

Research outcomes over time

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