☰

Adam P. Tashman, Ph.D.

Affiliations: 
2006 Stony Brook University, Stony Brook, NY, United States 
Area:
Mathematics, Statistics
Google:
"Adam Tashman"
Tree Publications Similar researchers PubMed Report error

Parents

Sign in to add mentor
Robert J. Frey grad student 2006 SUNY Stony Brook
 (Modeling risk in arbitrage strategies using finite mixtures.)

Children

Sign in to add trainee

Collaborators

Sign in to add collaborator
BETA: Related publications

Publications

You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect.

Fouque JP, Tashman AP. (2012) Option pricing under a stressed-beta model Annals of Finance. 8: 183-203
Fouque J, Tashman AP. (2011) Portfolio Optimization Under a Stressed‐Beta Model Wilmott Journal. 3: 39-54
Tashman AP. (2009) A regime-switching approach to model-based stress testing The Journal of Risk Model Validation. 3: 89-101
Tashman A, Frey RJ. (2009) Modeling risk in arbitrage strategies using finite mixtures Quantitative Finance. 9: 495-503
See more...