Financial events risk assessment based on historical data analysis

DOI10.1007/S10958-022-06127-WzbMATH Open1515.91154OpenAlexW4306318419MaRDI QIDQ6159092FDOQ6159092

Authors: E. S. Sosinovich, D. M. Chubrick, Boris M. Dubrov, E. Zhuk 

Publication date: 1 June 2023

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-022-06127-w

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Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• The pricing of options and corporate liabilities
• Handbook of econometrics. Vol. 5

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