Economy – Quantitative Finance – Risk Management
Scientist
Economy
Quantitative Finance
Risk Management
Scientist
Illinois Institute of Technology
Absence of eigenvalues for integro-differential operators with periodic coefficients
Approximation of Stochastic Partial Differential Equations by a Kernel-based Collocation Method
Asymptotic Properties of the Maximum Likelihood Estimator for Stochastic Parabolic Equations with Additive Fractional Brownian Motion
Counterparty Risk and the Impact of Collateralization in CDS Contracts
Dynamic Coherent Acceptability Indices and their Applications to Finance
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