Computational Finance 10
- Optimal Nonparametric Estimation of the Expected Shortfall Risk 6
- Optimal Nonparametric Estimation of the Expected Shortfall Risk 5
- Optimal Nonparametric Estimation of the Expected Shortfall Risk 4
- Optimal Nonparametric Estimation of the Expected Shortfall Risk 3
- Optimal Nonparametric Estimation of the Expected Shortfall Risk 2
- Optimal Nonparametric Estimation of the Expected Shortfall Risk 1
- Computational Finance : Validation
- Computational Finance : Monte Carlo
- Control Variates for Coupon-Bond Pricing under the Black–Karasinski Model 1
- Control Variates for Coupon-Bond Pricing under the Black–Karasinski Model 2