Logo
Munich Personal RePEc Archive

Browse by Authors

Group by: Date | Item ID
Jump to: 25772 | 37146 | 63755 | 79134
Number of items: 4.

25772

Mapa, Dennis S. and Cayton, Peter Julian and Lising, Mary Therese (2009): Estimating Value-at-Risk (VaR) using TiVEx-POT Models.

37146

Cayton, Peter Julian and Bersales, Lisa Grace (2012): Median-based seasonal adjustment in the presence of seasonal volatility.

63755

Cayton, Peter Julian (2015): A Nonparametric Option Pricing Model Using Higher Moments.

79134

Cayton, Peter Julian and Ho, Kin-Yip (2015): A Nonparametric Option Pricing Model Using Higher Moments.

This list was generated on Fri Apr 19 05:36:38 2024 CEST.
Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.