1

On divergences of finite measures and their applicability in statistics and information theory

Year:
2010
Language:
english
File:
PDF, 251 KB
english, 2010
5

Optimal statistical decisions about some alternative financial models

Year:
2007
Language:
english
File:
PDF, 1.53 MB
english, 2007
6

Consistent fitting of one-factor models to interest rate data

Year:
2000
Language:
english
File:
PDF, 256 KB
english, 2000
7

On exponential moments of two Brownian functionals

Year:
1997
Language:
english
File:
PDF, 215 KB
english, 1997
10

Some Bregman distances between financial diffusion processes

Year:
2007
Language:
english
File:
PDF, 94 KB
english, 2007
20

Some Divergence Properties of Asset Price Models

Year:
2001
File:
PDF, 286 KB
2001