4. Mathematics
  5. Probability

Damir Filipovic

Mathematics – Probability

Scientist

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Affine Diffusion Processes: Theory and Applications

Mathematics – Probability
Scientific paper

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Affine Models

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Concave Distortion Semigroups

Economy – Quantitative Finance – Risk Management
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Conditional Density Models for Asset Pricing

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Density Approximations for Multivariate Affine Jump-Diffusion Processes

Mathematics – Statistics Theory
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Profile ID: LFWR-SCP-P-164113

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