Login (DCU Staff Only)
Login (DCU Staff Only)

DORAS | DCU Research Repository

Explore open access research and scholarly works from DCU

Advanced Search

Browse by Author

[Atom feed] Atom [RSS feed] RSS 1.0 [RSS2 feed] RSS 2.0
Group by: Date | No Grouping
Jump to: 2022 | 2018
Number of items: 2.

2022

Cummins, Mark orcid logoORCID: 0000-0002-3539-8843, Gogolin, Fabian orcid logoORCID: 0000-0002-7192-8530, Kearney, Fearghal orcid logoORCID: 0000-0002-3251-8707, Kiely, Greg and Murphy, Bernard orcid logoORCID: 0000-0003-3423-3542 (2022) Practice-relevant model validation: distributional parameter risk analysis in financial model risk management. Annals of Operations Research, 330 . pp. 431-455. ISSN 0254-5330

2018

Cummins, Mark orcid logoORCID: 0000-0002-3539-8843, Kiely, Greg and Murphy, Bernard orcid logoORCID: 0000-0003-3423-3542 (2018) Gas storage valuation under multifactor Lévy processes. Journal of Banking & Finance, 95 . pp. 167-184. ISSN 0378-4266

This list was generated on Fri Dec 6 17:13:14 2024 UTC.