Jan-Frederik Mai

Identifiers

• name variant Jan-Frederik Mai 0.60 · backfill

Papers (5)

1. Extreme-value copulas associated with the expected scaled maximum of independent random variables stat.ME · 2018 · author #1
2. Exact Simulation of reciprocal Archimedean copulas stat.ME · 2018 · author #1
3. Exchangeable exogenous shock models math.ST · 2016 · author #1
4. Consistent iterated simulation of multi-variate default times: a Markovian indicators characterization q-fin.RM · 2013 · author #2
5. Pricing bonds with optional sinking feature using Markov Decision Processes q-fin.PR · 2013 · author #1

Mentions

• 1306.0887 #2 · backfill · confidence 0.70 Jan-Frederik Mai
• 1305.5220 #1 · backfill · confidence 0.70 Jan-Frederik Mai

Frequent Coauthors

• Matthias Scherer 2 shared papers
• Damiano Brigo 1 shared papers
• Marc Wittlinger 1 shared papers
• Steffen Schenk 1 shared papers