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54 research outputs found
Latin Hypercube Sampling with Dependence and Applications in Finance
Author
/ M Frankfurt
A B Owen
+73 more
A B Owen
A W Vaart
Abrar
Andreas / Weber
Andreas / Weber
Burger
C Adams
C Genest
Christoph / Becker
Christoph / Becker
Christoph / Schalast
Christoph / Schalast
Clemens J Jobe
Daniel / Deister
Dietmar / Anders
E Hobson
Erich / Barthel
Erich / Barthel
F H Ruymgaart
Gernot M Becker
Gernot M Becker
Gnu Octave
G�nter Eberle
H Joe
Heinz / Cremers
Hfb -Sonderarbeitsberichte Der Hfb -Business School Of Finance &
J Clarkson
J Imai
J Jacod
J Von Neumann
J.-D Fermanian
J�rg / Richard
J�rgen / Moormann
J�rgen Moormann
K G Schaeffler
L R�schendorf
Luise / H�lscher
M D Mckay
M Stein
Marc / B�ttger
Marcus / Bayer
Michael / Heun
Natalie Packham
O Kallenberg
P Deheuvels
P Deheuvels
P Gaenssler
P Glasserman
Pierre / Chevalier
Pierre / Chevalier
Quantlib
R D Gill
R Gill
Robert A Dickler
Schalast
Thomas / Almer
Thomas / Heidorn
Thomas / Heidorn
Thomas / Heidorn
Thomas / Heidorn
Thomas / Heidorn
Thomas / Heidorn
Thomas / Heidorn
Thomas / Heidorn
Thomas / Heidorn
Thomas / Heidorn
Thomas / Heimer
Thomas Heidorn
W Feller
W H Press
W Schmidt
Wolfgang M. Schmidt
Wolfgang Schmidt
Publication venue
'Elsevier BV'
Publication date
01/01/2008
Field of study
Full text link
Crossref
Measuring Linear Correlation Between Random Vectors
Author
A J Mcneil
B S Everitt
+38 more
C Lai
C Viroli
D C Dowson
F Durante
F Schmid
G Carlier
G J Sz�kely
G Puccetti
G Puccetti
G Puccetti
Giovanni Puccetti
I Ekeland
I Medovikov
I Olkin
J Dhaene
J Josse
L R�schendorf
L R�schendorf
L R�schendorf
L R�schendorf
L R�schendorf
L Zhu
M Fr�chet
M Hofert
N J Higham
O Grothe
P Robert
P Robert
R A Horn
R B Nelsen
R Bhatia
R J Mccann
R T Rockafellar
S T Rachev
T Kollo
W Gangbo
W Hoeffding
W Hoeffding
Publication venue
'Elsevier BV'
Publication date
01/01/2018
Field of study
No full text
Crossref
A general duality theorem for marginal problems
Author
A. Szulga
D. Ramachandran
+12 more
H.G. Kellerer
H.J. Skala
J. Neveu
J. Pachl
L. R�schendorf
L. R�schendorf
L.N. Wasserst?in
L.V. Kantorovich
R.L. Dudley
S.T. Rachev
V. Strassen
V.L. Levin
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
An Algorithm to Approximate the Optimal Expected Product of Two Vectors with Given Marginals
Author
B Wang
C Villani
+24 more
F Barthe
G Birkhoff
G Canas
G Puccetti
G Puccetti
G Puccetti
G Puccetti
Giovanni Puccetti
I Ekeland
J A Cuesta-Albertos
J H Boutet De Monvel
J.-D Benamou
K Aas
L R�schendorf
L R�schendorf
L R�schendorf
M Ajtai
Q M�rigot
R Burkard
R E Burkard
S T Rachev
V Dobri�cdobri�c
W Gangbo
Y Rubner
Publication venue
'Elsevier BV'
Publication date
01/01/2016
Field of study
No full text
Crossref
Reducing Model Risk via Positive and Negative Dependence Assumptions
Author
B Wang
C Bernard
+31 more
C Bernard
C Bernard
E Jakobsons
F Bellini
G Puccetti
G Puccetti
G Puccetti
G Puccetti
G Puccetti
G Puccetti
Giovanni Puccetti
H F�llmer
I Meilijson
J Ziegel
K Aas
L R�schendorf
L R�schendorf
L R�schendorf
Ludger RRschendorf
M Denuit
M Denuit
N B�uerle
P Embrechts
P Embrechts
P Embrechts
P Embrechts
P Embrechts
R C Williamson
R Cont
R Wang
Valeria Bignozzi
Publication venue
'Elsevier BV'
Publication date
01/01/2014
Field of study
No full text
Crossref
On the computation of Wasserstein barycenters
Author
A Irpino
A M Oberman
+32 more
B Schmitzer
D C Dowson
E Anderes
G Birkhoff
G Carlier
G Peyr�
G Puccetti
Giovanni Puccetti
J Li
J Li
J Rabin
J Solomon
J Ye
J Ye
J.-D Benamou
L R�schendorf
L R�schendorf
L R�schendorf
Le Gouic
Ludger Rüschendorf
M Agueh
M Cuturi
M Cuturi
M Knott
N Bonneel
N Ho
R Burkard
S T Rachev
Steven Vanduffel
W Gangbo
Y Brenier
Y.-H Kim
Publication venue
'Elsevier BV'
Publication date
01/01/2018
Field of study
No full text
Crossref
Value-at-Risk Bounds with Variance Constraints
Author
A Chernih
A De Schepper
+56 more
A De Schepper
A J Mcneil
A M�ller
A Pitts
A Vandendorpe
A W Lo
B D Grundy
B Pagnoncelli
B Wang
C Bernard
C Bernard
C Bernard
C Genest
Carole Bernard
E Valdez
G Darkiewicz
G Puccetti
G Puccetti
G Puccetti
G Puccetti
G Puccetti
G Puccetti
I Meilijson
J Dhaene
J Dhaene
K C Cheung
K Duellmann
L R�schendorf
L R�schendorf
L R�schendorf
L R�schendorf
Ludger RRschendorf
M Curran
M Denuit
M Denuit
M Dietsch
M Gordy
O Vasicek
P Barrieu
P Embrechts
P Embrechts
R Doff
R Frey
R Kaas
R Kaas
R Kaas
S Karlin
S Vanduffel
Steven Vanduffel
T Baer
V Bignozzi
W H�rlimann
W H�rlimann
W H�rlimann
W Rudin
Z Landsman
Publication venue
'Elsevier BV'
Publication date
01/01/2013
Field of study
No full text
Crossref
VaR Bounds for Joint Portfolios with Dependence Constraints
Author
A J Mcneil
C Bernard
+26 more
C Bernard
C Bernard
C Bernard
C Bernard
D Manko
Dennis Manko
F Durante
G Puccetti
G Puccetti
G Puccetti
G Puccetti
G Puccetti
Giovanni Puccetti
L R�schendorf
L R�schendorf
Ludger RRschendorf
M Mesfioui
P Embrechts
P Embrechts
P Embrechts
P Tankov
R B Nelsen
R Wang
S T Rachev
T Lux
V Bignozzi
Publication venue
'Elsevier BV'
Publication date
01/01/2016
Field of study
No full text
Crossref
On a Synchronization Problem With Multiple Instances
Author
A Poore
C Bernard
+25 more
C.-Y Lee
D Cornilly
D Karapetyan
E G Coffman
E M Loiola
F Spieksma
G L Vairaktarakis
G Puccetti
G Puccetti
J D Camm
K Boudt
K C Gilbert
K Haley
L R�schendorf
L R�schendorf
M Hofert
P Embrechts
P M Pardalos
R E Burkard
R E Burkard
S Pesko
S Pesko
W P Pierskalla
W.-L Hsu
Y Bar-Shalom
Publication venue
'Elsevier BV'
Publication date
01/01/2020
Field of study
No full text
Crossref
Extreme Dependence for Multivariate Data
Author
A Dupuy
A Galichon
+23 more
A Galichon
Alfred Galichon
C Villani
D Schmeidler
Damien Bosc
G
G Carlier
G Puccetti
I Ekeland
J J Kosowsky
K Arrow
K Arrow
K Borch
K Fan
K V Mardia
L R�schendorf
L R�schendorf
M Landsberger
M Yaari
R B Nelsen
S Rachev
V Zolotarev
W Deming
Publication venue
'Elsevier BV'
Publication date
01/01/2010
Field of study
No full text
Crossref
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