User's guide

DOI10.1016/S0165-1889(02)00080-5zbMath1178.91227OpenAlexW4231940775MaRDI QIDQ951385

Michael Rockinger, Eric Jondeau

Publication date: 24 October 2008

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(02)00080-5

Mathematics Subject Classification ID

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

Related Items (3)

Rostering in a rail passenger carrier ⋮ An efficient and low-divergence method for generating inhomogeneous and anisotropic turbulence with arbitrary spectra ⋮ `Explicit' and `implicit' non-local continuum descriptions: plate with circular hole

Uses Software

• SNOPT

Cites Work

• Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements
• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization

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