Image de couverture de livre

Generalized FGM dependence: Geometrical representation and convex bounds on sums

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Cossette, Hélène, Marceau, Etienne, Mutti, Alessandro, Semeraro, Patrizia
Format:	Preprint
Publié:	2024
Sujets:	Mathematical Finance Statistics Theory
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Symmetric Bernoulli distributions and minimal dependence copulas
par: Mutti, Alessandro, et autres
Publié: (2023)

Conway--Maxwell multivariate Bernoulli distribution
par: Cossette, Hélène, et autres
Publié: (2026)

Extremal negative dependence and the strongly Rayleigh property
par: Cossette, Hélène, et autres
Publié: (2025)

Centrality and shape-related comparisons in a tree-structured Markov random field
par: Côté, Benjamin, et autres
Publié: (2024)

Tree-structured Ising models under mean parameterization
par: Côté, Benjamin, et autres
Publié: (2025)

Geometrical representation and dependence structure of three-dimensional Bernoulli distributions
par: Fontana, Roberto, et autres
Publié: (2025)

Collective risk models with FGM dependence
par: Blier-Wong, Christopher, et autres
Publié: (2022)

Consistent Estimation of the High-Dimensional Efficient Frontier
par: Bodnar, Taras, et autres
Publié: (2024)

Volatility of Volatility and Leverage Effect from Options
par: Chong, Carsten H., et autres
Publié: (2023)

Diffusion on the circle and a stochastic correlation model
par: Majumdar, Sourav, et autres
Publié: (2024)

On Time-subordinated Brownian Motion Processes for Financial Markets
par: Shenoy, Rohan, et autres
Publié: (2025)

A nonparametric test for rough volatility
par: Chong, Carsten H., et autres
Publié: (2024)

Critical Dynamics of Random Surfaces and Multifractal Scaling
par: Schmidhuber, Christof
Publié: (2025)

Gordon Growth Model with Vector Autoregressive Process
par: Gankhuu, Battulga
Publié: (2024)

Almost sure null bankruptcy of testing-by-betting strategies
par: Wang, Hongjian, et autres
Publié: (2026)

Central limit theorem for a partially observed interacting system of Hawkes processes I: subcritical case
par: Liu, Chenguang, et autres
Publié: (2026)

Higher-order Gini indices: An axiomatic approach
par: Han, Xia, et autres
Publié: (2025)

Generalized Orlicz premia
par: Aygün, Mücahit, et autres
Publié: (2025)

Testing by Betting while Borrowing and Bargaining
par: Wang, Hongjian, et autres
Publié: (2024)

Multi-period static hedging of European options
par: Banerjee, Purba, et autres
Publié: (2023)

Signal inference in financial stock return correlations through phase-ordering kinetics in the quenched regime
par: Achitouv, Ixandra, et autres
Publié: (2024)

Market information of the fractional stochastic regularity model
par: Angelini, Daniele, et autres
Publié: (2024)

Model-Free Deep Hedging with Transaction Costs and Light Data Requirements
par: Brugière, Pierre, et autres
Publié: (2025)

Implied and Realized Volatility: A Study of Distributions and the Distribution of Difference
par: Moghaddam, M. Dashti, et autres
Publié: (2019)

Time-Varying Factor-Augmented Models for Volatility Forecasting
par: Zhang, Duo, et autres
Publié: (2025)

Distributions of Historic Market Data -- Relaxation and Correlations
par: Moghaddam, M. Dashti, et autres
Publié: (2019)

Combined Mutiplicative-Heston Model for Stochastic Volatility
par: Moghaddam, M. Dashti, et autres
Publié: (2018)

Optimal nonparametric estimation of the expected shortfall risk
par: Bartl, Daniel, et autres
Publié: (2024)

Arbitrage-free catastrophe reinsurance valuation for compound dynamic contagion claims
par: Jang, Jiwook, et autres
Publié: (2025)

Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure
par: Chen, Minshuo, et autres
Publié: (2025)

Generative Path-Law Jump-Diffusion: Sequential MMD-Gradient Flows and Generalisation Bounds in Marcus-Signature RKHS
par: Bloch, Daniel
Publié: (2026)

An empirical study of market risk factors for Bitcoin
par: Singh, Shubham
Publié: (2024)

Machine Learning Methods for Pricing Financial Derivatives
par: Fan, Lei, et autres
Publié: (2024)

Information geometry of Lévy processes and financial models
par: Choi, Jaehyung
Publié: (2025)

Estimation of bid-ask spreads in the presence of serial dependence
par: Brouty, Xavier, et autres
Publié: (2024)

Dynamically Consistent Analysis of Realized Covariations in Term Structure Models
par: Schroers, Dennis
Publié: (2024)

Do News and Social Media Tell the Same Story? Constructing and Comparing Sentiment Spillover Networks
par: Wu, Fan, et autres
Publié: (2026)

Generalized Beta Prime Distribution: Stochastic Model of Economic Exchange and Properties of Inequality Indices
par: Moghaddam, M. Dashti, et autres
Publié: (2019)

Dynamic graph neural networks for enhanced volatility prediction in financial markets
par: Kumar, Pulikandala Nithish, et autres
Publié: (2024)

Regime Discovery and Intra-Regime Return Dynamics in Global Equity Markets
par: Luwang, Salam Rabindrajit, et autres
Publié: (2026)