| |
| 2008 | ||
|---|---|---|
| 2 | EE | Jules Sadefo Kamdem, Alan Genz: Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options. Computational Statistics & Data Analysis 52(7): 3389-3407 (2008) |
| 2003 | ||
| 1 | EE | Jules Sadefo Kamdem: Value-at-Risk and Expected Shortfall for Quadratic portfolio of securities with mixture of elliptic Distributed Risk Factors CoRR cs.CE/0310043: (2003) |
| 1 | Alan Genz | [2] |