Ushbu ishga iqtibos qilgan ishlar

2 ta ish

Ish: ABI:AkademIndex/openalex/2026.other.926334

1. 593 Valuation of financial assets with a jump diffusion process and stochastic volatility under exponential parameters

   Cyrille Audrey Nzotem Tchoumi, Henri Claver Jimbo, Boris Zourmba Tizi +2

   Bob20260 iqtibos

   ABIABI:AkademIndex/openalex/2026.chapter.000415

2. 1458 Value-at-risk and expected shortfall for a nonlinear portfolio with a mixture of dynamic copulas

   Boris Zourmba Tizi, Henri Claver Jimbo, Cyrille Audrey Nzotem Tchoumi +2

   Bob20260 iqtibos

   ABIABI:AkademIndex/openalex/2026.chapter.000418