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Results: 21
Number of items: 21
  • Balkema, G., & Pancheva, E. (2017). Power limits for central order statistics: I. Continuous limit laws. Extremes, 20(1), 91-110. https://doi.org/10.1007/s10687-016-0265-1
  • Balkema, G. (2013). New power limits for extremes. Extremes, 16(4), 457-485. https://doi.org/10.1007/s10687-013-0168-3
  • Balkema, G., & Nolde, N. (2012). Asymptotic dependence for light-tailed homothetic densities. Advances in Applied Probability, 44(2), 506-527. https://doi.org/10.1017/S000186780000570X
  • Open Access
    Balkema, G., Embrechts, P., & Nolde, N. (2012). Sensitivity of the limit shape of sample clouds from meta densities. Bernoulli, 18(4), 1386-1404. https://doi.org/10.3150/11-BEJ370
  • Balkema, G., & Nolde, N. (2010). Asymptotic independence for unimodal densities. Advances in Applied Probability, 42(2), 411-432. https://doi.org/10.1239/aap/1275055236
  • Open Access
    Visser, M. P. (2009). Volatility proxies and GARCH models. [Thesis, fully internal, Universiteit van Amsterdam].
  • Balkema, A. A., & Embrechts, P. A. L. (2007). High Risk Scenarios and Extremes, A geometric approach. (Zürich lectures in Advanced Mathematics). European Mathematical Society Publishing House. https://doi.org/10.4171/035
  • Balkema, A. A. (2006). Cylinder Symmetric Measures with the Tail Property. Publications de l'Institut Mathématique - Nouvelle Série, 80 (94), 7-27. http://www.emis.de/journals/PIMB/094/2.html
  • Open Access
    Boguslavskaya, E. V. (2006). Optimization problems in financial mathematics : explicit solutions for diffusion models. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    Peters, R. T. (2004). Financial Time and Volatility. [Thesis, fully internal, Universiteit van Amsterdam].
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