Author: Neilsen J.P.
Publisher: Taylor & Francis Ltd
ISSN: 0346-1238
Source: Scandinavian Actuarial Journal, Vol.1999, Iss.1, 1999-06, pp. : 93-95
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Multivariate Boundary Kernels from Local Linear Estimation
By Neilsen J.P.
Scandinavian Actuarial Journal, Vol. 99, Iss. 1, 1999-06 ,pp. :
Ruin estimation in multivariate models with Clayton dependence structure
Scandinavian Actuarial Journal, Vol. 2005, Iss. 6, 2005-11 ,pp. :
From local volatility to local Lévy models
By Carr Peter Geman Hélyette Madan Dilip B Yor Marc
Quantitative Finance, Vol. 4, Iss. 5, 2004-10 ,pp. :