Browsing All of EconStor by Author Ivanov, Roman V.
Showing results 1 to 2 of 2
Year of Publication | Title | Author(s) |
---|---|---|
2018 | A credit-risk valuation under the variance-gamma asset return | Ivanov, Roman V. |
2022 | The risk measurement under the variance-gamma process with drift switching | Ivanov, Roman V. |