Narrow search
Showing 1 - 5 of 5
Cover Image
Nonparametric estimation of competing risks models with covariates
Fermanian, Jean-David - 2001
Persistent link: https://www.econbiz.de/10001577411
Cover Image
Nonparametric estimation of copulas for time series
Fermanian, Jean-David; Scaillet, Olivier - 2002
Persistent link: https://www.econbiz.de/10001732499
Cover Image
Multi-factor granularity adjustments for market and counterparty risks
Fermanian, Jean-David; Florentin, Clément - 2016
Persistent link: https://www.econbiz.de/10012196291
Cover Image
Multifactor granularity adjustments for market and counterparty risks
Fermanian, Jean-David; Florentin, Clément - In: Journal of risk 20 (2017/2018) 6, pp. 1-27
Persistent link: https://www.econbiz.de/10011962402
Cover Image
Risk Budgeting portfolios : existence and computation
Cetingoz, Adil Rengim; Fermanian, Jean-David; Guéant, … - In: Mathematical finance : an international journal of … 34 (2024) 3, pp. 896-924
Persistent link: https://www.econbiz.de/10014565279