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Diakarya Barro
ORCID
Publication Activity (10 Years)
Years Active: 2016-2022
Publications (10 Years): 6
Top Topics
Portfolio Optimization
Black Scholes Model
Option Pricing
Monte Carlo
Top Venues
Int. J. Math. Math. Sci.
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Publications
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Sawadogo Béwentaoré
,
Diakarya Barro
Space-Time Trend Detection and Dependence Modeling in Extreme Event Approaches by Functional Peaks-Over-Thresholds: Application to Precipitation in Burkina Faso.
Int. J. Math. Math. Sci.
2022 (2022)
Komla Elom Adedje
,
Diakarya Barro
A Stochastic Approach to Modeling Food Pattern.
Int. J. Math. Math. Sci.
2022 (2022)
Wendkouni Yaméogo
,
Diakarya Barro
Modeling the Dependence of Losses of a Financial Portfolio Using Nested Archimedean Copulas.
Int. J. Math. Math. Sci.
2021 (2021)
Abba Mallam Hassane
,
Diakarya Barro
,
Wendkouni Yaméogo
,
Saley Bisso
Pricing Multivariate European Equity Option Using Gaussians Mixture Distributions and EVT-Based Copulas.
Int. J. Math. Math. Sci.
2021 (2021)
Vini Yves Bernadin Loyara
,
Remi Guillaume Bagré
,
Diakarya Barro
Estimation of the Value at Risk Using the Stochastic Approach of Taylor Formula.
Int. J. Math. Math. Sci.
2020 (2020)
Diakarya Barro
,
Moumouni Diallo
,
Remi Guillaume Bagré
Spatial Tail Dependence and Survival Stability in a Class of Archimedean Copulas.
Int. J. Math. Math. Sci.
2016 (2016)