4. Mathematics
  5. Statistics Theory

Jean-David Fermanian

Mathematics – Statistics Theory

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An asymptotic total variation test for copulas

Mathematics – Statistics Theory
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Kernel estimation of Greek weights by parameter randomization

Mathematics – Probability
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On break-even correlation: the way to price structured credit derivatives by replication

Economy – Quantitative Finance – Pricing of Securities
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Profile ID: LFWR-SCP-P-363935

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