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Modeling Extreme Events : Time-Varying Extreme Tail Shape
Schwaab, Bernd, (2021)
Asymptotically distribution-free goodness-of-fit testing for tail copulas
Can, Sami Umut, (2014)
Approximation by penultimate extreme value distributions
Haan, Laurens de, (1998)
On the pricing of options under limited information
De Schepper, Ann, (2004)
Risk management under incomplete information : exact upper and lower bounds for the probability to reach extreme values
De Schepper, Ann, (2006)
Risk management under incomplete information : exact upper and lower bounds for the value at risk