Valdo Durlleman
2000
A researcher in the Science corpus: 1 paper; trusts 0 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Who trusts Valdo Durlleman overall
- Jun Yan
- Valentyn Panchenko
- Salvatore Grimaldi
- H. P. Palaro
- Rajib Maity
- Nikolai Kolev
- Andrew J. Patton
Papers from Valdo Durlleman's perspective
Ordered by how strongly the researchers Valdo Durlleman trusts endorse each paper. Same corpus, a different order for every researcher.
- Topics in Matrix Analysis
- An Introduction to Copulas
- Processes of normal inverse Gaussian type
- The Pricing of Options and Corporate Liabilities
- The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- An Introduction to Probability Theory and Its Applications
- Fonctions de repartition a n dimensions et leurs marges
- Characterization of dependence of multidimensional Lévy processes using Lévy copulas
- On the foundations of multivariate heavy-tail analysis (Journal of Applied Probability)
Their papers
- Copulas for finance (2000) — 495 citations