6

Back-testing extreme value and Lévy value-at-risk models

Année:
2017
Langue:
english
Fichier:
PDF, 1.34 MB
english, 2017
8

Pricing and hedging options with GARCH-stable proxy volatilities

Année:
2018
Langue:
english
Fichier:
PDF, 1.58 MB
english, 2018