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|4-Apr-2018||Rogue traders versus value-at-risk and expected shortfall||Armstrong, J; Brigo, D|
|31-Dec-2017||Ito Stochastic Differential Equations as 2-Jets||Armstrong, J; Brigo, D|
|1-Apr-2019||Risk managing tail-risk seekers: VaR and expected shortfall vs S-shaped utility||Armstrong, J; Brigo, D|
|8-Dec-2015||Nonlinear filtering via stochastic PDE projection on mixture manifolds in L^2 direct metric||Armstrong, J; Brigo, D|
|14-Feb-2018||Intrinsic stochastic differential equations as jets||Armstrong, J; Brigo, D|
|1-Jul-2019||Optimal approximation of SDEs on submanifolds: the Ito-vector and Ito-jet projections||Armstrong, J; Brigo, D; Rossi Ferrucci, E|