Grigory Temnov

Identifiers

• name variant Grigory Temnov 0.60 · backfill

Papers (3)

1. Analysis of Ornstein-Uhlenbeck process stopped at maximum drawdown and application to trading strategies with trailing stops q-fin.TR · 2015 · author #1
2. Characterization of a subclass of Tweedie distributions by a property of generalized stability stat.ME · 2010 · author #2
3. Modeling operational risk data reported above a time-varying threshold q-fin.RM · 2009 · author #2

Mentions

• 1507.01610 #1 · backfill · confidence 0.70 Grigory Temnov
• 1006.2070 #2 · backfill · confidence 0.70 Grigory Temnov
• 0904.4075 #2 · backfill · confidence 0.70 Grigory Temnov

Frequent Coauthors

• Lev B. Klebanov 1 shared papers
• Pavel V. Shevchenko 1 shared papers