Aleš Ahčan

Available identifiers

zbMath Open ahcan.alesMaRDI QIDQ629434

List of research outcomes

Publication	Date of Publication	Type
Default prediction with the Merton-type structural model based on the NIG Lévy process	2016-12-28	Paper
AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING	2012-05-07	Paper
Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives	2012-04-18	Paper
Quantile approximations in auto-regressive portfolio models	2011-03-09	Paper
Computation of convex bounds for present value functions with random payments	2005-11-01	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: Aleš Ahčan