scientific article; zbMATH DE number 6405165

From MaRDI portal

Publication:5174513

Jump to:navigation, search

zbMath1318.91007MaRDI QIDQ5174513

No author found.

Publication date: 18 February 2015

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

credit risk financial risk risk management stochastic modelling systemic risk operational risk time-varying volatility bond markets rare event risk

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Applications of stochastic analysis (to PDEs, etc.) (60H30) Actuarial science and mathematical finance (91G99) Collections of reprinted articles (00B60)

Related Items (1)

Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model

This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:5174513&oldid=19739499"