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20062026
most citedA functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Levy-noise

13 citations · 22 across the 8 of their papers we have counts for

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q-fin.RM2009

A duality approach to the worst case value at risk for a sum of dependent random variables with known covariances

Brice Franke, Michael Stolz

We propose an approach to the aggregation of risks which is based on estimation of simple quantities (such as covariances) associated to a vector of dependent random variables, and…