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dc.contributor.author
Ortega, Juan-Pablo
dc.contributor.author
Pullirsch, Rainer
dc.contributor.author
Teichmann, Josef
dc.contributor.author
Wergieluk, Julian
dc.date.accessioned
2020-06-29T15:03:57Z
dc.date.available
2017-06-10T07:55:36Z
dc.date.available
2020-06-29T15:03:57Z
dc.date.issued
2009-04-03
dc.identifier.uri
http://hdl.handle.net/20.500.11850/54385
dc.language.iso
en
en_US
dc.publisher
Cornell University
en_US
dc.subject
Risk management
en_US
dc.subject
Stochastic (partial) dierential equation
en_US
dc.subject
Calibration
en_US
dc.subject
Historical simulation
en_US
dc.subject
Time series
en_US
dc.subject
Jump processes
en_US
dc.title
A new approach for scenario generation in Risk management
en_US
dc.type
Working Paper
ethz.journal.title
arXiv
ethz.pages.start
0904.0624
en_US
ethz.size
14 p.
en_US
ethz.identifier.arxiv
0904.0624
ethz.publication.place
Ithaca, NY
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03845 - Teichmann, Josef / Teichmann, Josef
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03845 - Teichmann, Josef / Teichmann, Josef
ethz.date.deposited
2017-06-10T07:56:09Z
ethz.source
ECIT
ethz.identifier.importid
imp59364fa81bbed93401
ethz.ecitpid
pub:87825
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2017-07-18T08:15:53Z
ethz.rosetta.lastUpdated
2020-06-29T15:04:08Z
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=A%20new%20approach%20for%20scenario%20generation%20in%20Risk%20management&rft.jtitle=arXiv&rft.date=2009-04-03&rft.spage=0904.0624&rft.au=Ortega,%20Juan-Pablo&Pullirsch,%20Rainer&Teichmann,%20Josef&Wergieluk,%20Julian&rft.genre=preprint&
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