Jens Svensson

Identifiers

• name variant Jens Svensson 0.60 · backfill

Papers (3)

1. Efficient calculation of risk measures by importance sampling -- the heavy tailed case math.PR · 2009 · author #2
2. On importance sampling with mixtures for random walks with heavy tails math.PR · 2009 · author #2
3. Large Deviations for Heavy-Tailed Factor Models math.PR · 2007 · author #2

Mentions

• 0909.3335 #2 · backfill · confidence 0.70 Jens Svensson
• 0909.3333 #2 · backfill · confidence 0.70 Jens Svensson
• 0712.0459 #2 · backfill · confidence 0.70 Jens Svensson

Frequent Coauthors

• Henrik Hult 2 shared papers
• Boualem Djehiche 1 shared papers