2022

Cummins, Mark ORCID: 0000-0002-3539-8843, Gogolin, Fabian ORCID: 0000-0002-7192-8530, Kearney, Fearghal ORCID: 0000-0002-3251-8707, Kiely, Greg and Murphy, Bernard ORCID: 0000-0003-3423-3542 (2022) Practice-relevant model validation: distributional parameter risk analysis in financial model risk management. Annals of Operations Research, 330 . pp. 431-455. ISSN 0254-5330

2018

Cummins, Mark ORCID: 0000-0002-3539-8843, Kiely, Greg and Murphy, Bernard ORCID: 0000-0003-3423-3542 (2018) Gas storage valuation under multifactor Lévy processes. Journal of Banking & Finance, 95 . pp. 167-184. ISSN 0378-4266