Victor H. de la Pena

Columbia University - Department of Statistics

Mail Code 4403

New York, NY 10027

United States

SCHOLARLY PAPERS

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Scholarly Papers (2)

1.

Copula Based Independent Component Analysis

Posted: 10 Nov 2007 Last Revised: 23 Nov 2009
Kobi Ako Abayomi, Upmanu Lall and Victor H. de la Pena
Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE), Columbia University and Columbia University - Department of Statistics

Abstract:

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statistics, component analysis, sustainability, copula

2.
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Option Bounds

Posted: 23 Jul 2004
Rustam Ibragimov, Victor H. de la Pena and Steven J. Jordan
Harvard University - Department of Economics, Columbia University - Department of Statistics and Econometric Solutions

Abstract:

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options, bounds, exotic, path dependent

Option Bounds

Journal of Applied Probability, Vol. 41, p. 145, 2004
Posted: 17 Sep 2012
Victor H. de la Pena, Rustam Ibragimov and Steven J. Jordan
Columbia University - Department of Statistics, Harvard University - Department of Economics and Econometric Solutions

Abstract:

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Option pricing, semi-parametric, bounds, binomial, time varying, moments, multiperiod