Publications in Scientific Journals:
P. Grandits, G. Temnov:
"A global consistency result for the two-dimensional Pareto distribution in the presence of mis-specified inflation";
Finance and Stochastics,
14
(2010),
4;
569
- 591.
"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1007/s00780-010-0126-8
Related Projects:
Project Head Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)
Created from the Publication Database of the Vienna University of Technology.