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Showing results 1 to 4 of 4
Publication YearJRC N°TitleAuthor(s), Editor(s), Other Contributor(s)Publication Type
2006JRC37109Correlation Risk in Multiasset Equity Options PricingCAMPOLONGO FRANCESCA; JOOSSENS ELISABETH; SAITA Francesco; ROMANO Maria EgleArticles in periodicals and books
2005JRC31346The Effect of Credit Risk Transfer on Financial StabilityBAUR Dirk; JOOSSENS ELISABETHEUR - Scientific and Technical Research Reports
2006JRC35911Extreme Value Statistics: Second-Order Models and Applications to Metal FatigueJOOSSENS ELISABETHPhD Theses
2005JRC30839Unbiased Tail Estimation by an Extension of the General Pareto DistributionJOOSSENS ELISABETH; BEIRLANT Jan; SEGERS JohanEUR - Scientific and Technical Research Reports