8th Symposium on Finance, Banking, and Insurance
Universität Karlsruhe (TH), Germany, December 15 - 17, 1999


 

Friday - Workshop - Stabele Models in Finace

 

 
  • Khindanova, I.; Rachev, S.; Schwartz, E.;
    University of California, Santa Barbara
    Email: khindan@econ.ucsb.edu
A Stable Modeling of Value-at-Risk  
P Paper_Khindanova_downloadPaper_Khindanova_download Paper_rachev_Stable_Models_additional_downloadPaper_Rachev_additional_download
  A On a Model for the Term Structure of Interest Rate Processes of Stable Type  
P Paper_Kurenok_download