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Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł, (2011)
Janus, Paweł, (2014)
Multivariate dynamic Copula models : parameter estimation and forecast evaluation
Aepli, Matthias Daniel, (2015)
A pricing problem with unknown arrival rate and price sensitivity
Avramidis, Athanassios N., (2020)
Correlation-Induction Techniques for Estimating Quantiles in Simulation Experiments
Avramidis, Athanassios N., (1998)
Integrated Variance Reduction Strategies for Simulation
Avramidis, Athanassios N., (1996)