Jonathan Ansari

Available identifiers

zbMath Open ansari.jonathanMaRDI QIDQ1617320

List of research outcomes

Publication	Date of Publication	Type
Supermodular and directionally convex comparison results for general factor models	2024-03-25	Paper
Up- and down-correlations in normal variance mixture models	2024-02-12	Paper
Quantifying and estimating dependence via sensitivity of conditional distributions	2023-08-11	Paper
Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information	2022-04-03	Paper
On a version of a multivariate integration by parts formula for Lebesgue integrals	2022-03-13	Paper
Sklar's theorem, copula products, and ordering results in factor models	2022-01-03	Paper
Ordering results for elliptical distributions with applications to risk bounds	2021-01-26	Paper
Ordering risk bounds in factor models	2020-01-13	Paper
https://portal.mardi4nfdi.de/entity/Q4631196	2019-04-24	Paper
Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models	2018-11-08	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Jonathan Ansari