W. Huerlimann

发表

NORMAL VARIANCE-MEAN MIXTURES (II) - A MULTIVARIATE MOMENT METHOD

W. Huerlimann, 2014 .

Optimal quadratic bounds for the largest eigenvalue of correlation matrices under restricted information

W. Huerlimann, 2016 .

Probabilistic Representation of a Normal Generalized Inverse Gaussian Integral: Application to Option Pricing

W. Huerlimann, 2013 .

Normal variance-mean mixtures (I) an inequality between skewness and kurtosis

W. Huerlimann, 2013 .

Excitation of the 10.212 MeV 1 + state in 48 Ca(p,p') at E p =44.4 MeV

J. Roemer, B. Styczen, R. Santo, 1982 .

Option pricing in the multidimensional Black-Scholes market with Vasicek interest rates

W. Huerlimann, 2013 .

Hopf's quadratic map and permutation invariant properties of primitive cuboids

W. Huerlimann, 2015 .

Option pricing in the multidimensional Black-Scholes-Merton market with Gaussian Heath-Jarrow-Morton interest rates: the parsimonious and consistent Hull-White models of Vasicek and Nelson-Siegel type

W. Huerlimann, 2014 .