The following pages link to Frédéric Vrins (Q297141):
Displaying 11 items.
- Characteristic function of time-inhomogeneous Lévy-driven Ornstein-Uhlenbeck processes (Q297142) (← links)
- On the entropy minimization of a linear mixture of variables for source separation (Q956255) (← links)
- Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures (Q1749526) (← links)
- Sibuya copulas (Q1931871) (← links)
- SDEs with uniform distributions: peacocks, conic martingales and mean reverting uniform diffusions (Q2182620) (← links)
- Minimum Rényi entropy portfolios (Q2241052) (← links)
- Piecewise constant martingales and lazy clocks (Q2296122) (← links)
- Conic martingales from stochastic integrals (Q4642730) (← links)
- Optimal Portfolio Diversification via Independent Component Analysis (Q5031000) (← links)
- Affine term structure models: A time‐change approach with perfect fit to market curves (Q6054424) (← links)
- Portfolio selection: a target-distribution approach (Q6113329) (← links)
