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Rumyantseva Olga Igorevna
Publications in Math-Net.Ru
Estimation of the contribution of a component to the overall risk for a portfolio defined by the multivariate fractional Levy motion
Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.]
, 2017, no. 3,
27–44
Multidimensional probability models with dependent components
Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.]
, 2008, no. 11,
63–74
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Steklov Math. Inst. of RAS
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