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Triki, Fares's
Scholarly Papers
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Total Downloads
3,835 |
Total
Citations
3 |
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Brigo, Damiano Department of Mathematics, Imperial College, London Dalessandro, Antonio academic affiliation Neugebauer, Matthias Fitch Ratings Inc. Triki, Fares Paris School of Economics, Pantheon Sorbonne University
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19 Mar 08
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Last Revised:
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05 Oct 08
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3,835
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Risk Management, Stochastic Processes, Maximum Likelihood Estimation, Fat Tails, Mean Reversion, Monte Carlo Simulation
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