Dennis Bams

According to our database, Dennis Bams authored at least 2 papers between 2009 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

Testing Marginal and Conditional Coverage in Conformal Prediction for Non-Stationary Time Series via Value-at-Risk Backtesting.

Konrad Retzlaff, Filip Schlembach, Dennis Bams, Philippe Dreesen

Proceedings of the Fourteenth Symposium on Conformal and Probabilistic Prediction with Applications, 2025

2009

Loss Functions in Option Valuation: A Framework for Selection.

Dennis Bams, Thorsten Lehnert, Christian C. P. Wolff

Manag. Sci., 2009