Statistics
Publications
2
Citations
246
H-Index
2
Active since
2002
Affiliations
Lehman College(Current)
Roy Mashal is an author at Lehman College specializing in dependence modeling, finance, and economics.
Publications per year
2002–2002
2
2
Beyond Correlation: Extreme Co-movements Between Financial Assets
Roy Mashal, Assaf Zeevi · SSRN Electronic Journal · 2002 · 225 citations · Full text
Pricing Multiname Credit Derivatives: Heavy Tailed Hybrid Approach
Roy Mashal, Marco Naldi · SSRN Electronic Journal · 2002 · 21 citations · Full text
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