6

Exact simulation of multidimensional reflected Brownian motion

Year:
2018
Language:
english
File:
PDF, 222 KB
english, 2018
7

Quantifying Distributional Model Risk Via Optimal Transport

Year:
2016
Language:
english
File:
PDF, 525 KB
english, 2016
10

On distributionally robust extreme value analysis

Year:
2020
Language:
english
File:
PDF, 1.21 MB
english, 2020