Munich Personal RePEc Archive

Browse by Authors

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Date | Item ID
Number of items: 4.

December 2009

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

March 2012

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

April 2015

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

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

This list was generated on Mon Oct 21 13:18:34 2019 CEST.
UB_LMU-Logo
MPRA is a RePEc service hosted by
the Munich University Library in Germany.