scientific article; zbMATH DE number 6781436

zbMATH Open1372.91123arXivphysics/0608190MaRDI QIDQ5359607

Piotr Jaworski

Publication date: 27 September 2017

Full work available at URL: https://arxiv.org/abs/physics/0608190

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Portfolio theory (91G10)

Related Items (5)

Valuing foreign exchange rate derivatives with a bounded exchange process ⋮ Exchange rate risk analysis based on firm data: a global value chain perspective ⋮ In search of robust methods for multi-currency portfolio construction by value at risk ⋮ Risk estimation in exchange rate markets based on stochastic copula approach ⋮ Title not available (Why is that?)

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