Items where Author is "Weigend, Andreas S."
Jump to: Conference or Workshop Item Number of items: 2. Conference or Workshop ItemChin, Elion and Weigend, Andreas S.. (1999) Computing portfolio risk using Gaussian mixtures and independent component analysis. In: Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999. New York, pp. 74-117. Zimmermann, Heinz and Pirkner, Christian and Weigend, Andreas S.. (1999) Extracting risk-neutral densities from option prices using mixture binomial trees. In: Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999. New York, pp. 135-158. |
