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Alle Infos zum Namen "Katja Ignatieva"

Modelling co-movements and tail dependency in the international stock...

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Author statement: Katja Ignatieva and Eckhard Platen. Year: Person: Ignatieva, Katja; Platen, Eckhard. Publisher: Sydney : Quantitative ...

Katja Ignatieva | XanEdu Customization Platform

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Author: Katja Ignatieva. Results. Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae Springer ...

Functionals of Multidimensional Diffusions with Applications to...

books.google.dk

This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier...

Visual Library .NET - Die Suchmaschine für wissenschaftliche...

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Visual Library .NET bietet Ihnen einen einfachen Online-Zugang zu über 20 Bibliotheken, Buchhandlungen, Fachdatenbanken, Enzyklopädien und Archiven im...

A nonparametric model for spot price dynamics and pricing of futures...

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Cover Image. A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets. Katja Ignatieva. Year of Publication: