✦ LIBER ✦

Convergence rates for rank-based models with applications to portfolio theory

✍ Scribed by Tomoyuki Ichiba,Soumik Pal,Mykhaylo Shkolnikov

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Local asymptotic normality for randomly

✍ A. Janssen 📂 Article 📅 1989 🏛 John Wiley and Sons 🌐 English ⚖ 640 KB

The convergence of estimators based on h

✍ Peter Winker; Dietmar Maringer 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 332 KB

Convergence theory for nonconvex stochas

✍ Fabian Bastin; Cinzia Cirillo; Philippe L. Toint 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 English ⚖ 320 KB

Risk index based models for portfolio ad

✍ Huang, Xiaoxia; Ying, Haiyao 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 220 KB

A credit risk model for large dimensiona

✍ Kaj Nyström; Jimmy Skoglund 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 322 KB

Convergence rates for the full Brownian

✍ Peter Friz; Sebastian Riedel 📂 Article 📅 2011 🏛 Elsevier Science 🌐 French ⚖ 162 KB