The following pages link to Pablo Olivares (Q625300):
Displaying 12 items.
- Asymptotic behavior of maximum likelihood estimators in a branching diffusion model (Q625301) (← links)
- Pricing basket options by polynomial approximations (Q670300) (← links)
- A new version of the central limit theorem (Q728057) (← links)
- Maximum likelihood estimators for a supercritical branching diffusion process (Q1925558) (← links)
- Arbitrage and hedging in a non probabilistic framework (Q1938956) (← links)
- (Q2756432) (← links)
- (Q3001807) (← links)
- RISK MANAGEMENT UNDER A FACTOR STOCHASTIC VOLATILITY MODEL (Q3083549) (← links)
- A Multivariate Default Model with Spread and Event Risk (Q4585901) (← links)
- (Q4937526) (← links)
- Pricing of mountain range derivatives under a principal component stochastic volatility model (Q5414524) (← links)
- Characteristic function and Esscher transform of a switching Levy model for the temperature dynamic (Q6755619) (← links)
