The following pages link to (Q3374069):
Displaying 12 items.
- Discussion of `On simulation and properties of the stable law' by Devroye and James (Q257657) (← links)
- Stable modeling of value at risk (Q1600544) (← links)
- Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
- Numerical treatment of stochastic models used in statistical systems and financial markets (Q2389518) (← links)
- Matrix-based numerical modelling of financial differential equations (Q2655890) (← links)
- Stable Paretian models in finance (Q2709279) (← links)
- Riding with the four horsemen and the multivariate normal tempered stable model (Q2814666) (← links)
- Model Risk in Finance: Some Modeling and Numerical Analysis Issues (Q3631183) (← links)
- (Q4430539) (← links)
- Multi-modal tempered stable distributions and prosses with applications to finance (Q5077485) (← links)
- (Q5486561) (← links)
- Practical computing for finite moment log-stable distributions to model financial risk (Q5963822) (← links)