Frontiers of Risk Modelling: Dependence and Extremes of Levy Processes

    Project: Research

    Project Details

    Description

    This project continues an on-going theoretical study into continuous-time stochastic processes, concentrating on developing tools for the further analysis and understanding of extremal and multivariate phenomena with applications to portfolio analysis, va
    StatusFinished
    Effective start/end date20/06/1631/12/19

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