vix.ing · top · new · best · stats · spec

Adler, Robert

  1. Climbing down Gaussian peaks
    2015/01/28 by Robert J. Adler, Adler, Robert, Gennady Samorodnitsky +1 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #60F10 Secondary: 60G60 #60G17 #60G70 #FOS: Mathematics #Financial Risk and Volatility Modeling #Primary: 60G15 #Probability (math.PR) #Probability and Statistical Research #Stochastic processes and statistical mechanics