Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
Dynamic Portfolio Optimization with a Defaultable Security and Regime Switching
High-order short-time expansions for ATM option prices under the CGMY model
Risk bounds for the non-parametric estimation of Lévy processes
Sieve-based confidence intervals and bands for Lévy densities
Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias
No associations
LandOfFree
José E. Figueroa-López does not yet have a rating. At this time, there are no reviews or comments for this scientist.
If you have personal experience with José E. Figueroa-López, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and José E. Figueroa-López will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-P-36626