Discover open access scientific publications

Search, annotate, share and cite publications

Publications by ELENA A. MEDOVA

Erratum: "Empirical Copulas for Cdo Tranche Pricing Using Relative Entropy"

International Journal of Theoretical and Applied Finance

English

Related publications

CDO, HAME Copulas and an R Package 'CDO'

SSRN Electronic Journal

English

Pricing Vulnerable Options With Copulas

SSRN Electronic Journal

English

Model Specification, Data History, and CDO (Mis)Pricing

SSRN Electronic Journal

English

Estimates for Tsallis Relative Operator Entropy

Mathematical Inequalities and Applications

Applied Mathematics

English

Asymptotic Limit to a Shock for BGK Models Using Relative Entropy Method

Nonlinear Physics

Applied Mathematics

Mathematical Physics

English

Pricing Synthetic CDO Tranches in a Model With Default Contagion Using the Matrix-Analytic Approach

SSRN Electronic Journal

English

The Improved Relative Entropy for Face Recognition

MATEC Web of Conferences

Materials Science

English

CDO Market Implosion and the Pricing of Subprime Mortgage-Backed Securities

Journal of Housing Economics

English

Using Copulas for Modeling Dependence in Wind Power

Asian Journal of Engineering and Technology

English