Jules Sadefo Kamdem

	2010
3		Jules Sadefo Kamdem: Sharp estimates for the CDF of quadratic forms of MPE random vectors. J. Multivariate Analysis 101(8): 1755-1771 (2010)
	2008
2		Jules Sadefo Kamdem, Alan Genz: Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options. Computational Statistics & Data Analysis 52(7): 3389-3407 (2008)
	2003
1		Jules Sadefo Kamdem: Value-at-Risk and Expected Shortfall for Quadratic portfolio of securities with mixture of elliptic Distributed Risk Factors CoRR cs.CE/0310043: (2003)

Coauthor Index

1

Alan Genz

[2]

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