Rodrigo S. Targino

Identifiers

• name variant Rodrigo S. Targino 0.60 · backfill

Papers (4)

1. Bayesian Approach for Parameter Estimation of Continuous-Time Stochastic Volatility Models using Fourier Transform Methods math.ST · 2018 · author #3
2. Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models stat.CO · 2014 · author #1
3. Optimal insurance purchase strategies via optimal multiple stopping times q-fin.RM · 2013 · author #1
4. Understanding Operational Risk Capital Approximations: First and Second Orders q-fin.RM · 2013 · author #2

Mentions

• 1312.0424 #1 · backfill · confidence 0.70 Rodrigo S. Targino
• 1303.2910 #2 · backfill · confidence 0.70 Rodrigo S. Targino

Frequent Coauthors

• Pavel V. Shevchenko 3 shared papers
• Gareth W. Peters 2 shared papers
• Gareth W.Peters 1 shared papers
• Georgy Sofronov 1 shared papers
• Milan Merkle 1 shared papers
• Yuri F. Saporito 1 shared papers