Mapa, Dennis S. and Cayton, Peter Julian and Lising, Mary Therese (2009): Estimating Value-at-Risk (VaR) using TiVEx-POT Models.
Cayton, Peter Julian and Bersales, Lisa Grace (2012): Median-based seasonal adjustment in the presence of seasonal volatility.
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.
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