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Discrete Tempered Stable Distributions.
- Published in:
- Methodology & Computing in Applied Probability, 2022, v. 24, n. 3, p. 1877, doi. 10.1007/s11009-021-09904-3
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- Article
Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes?
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- Annals of Finance, 2014, v. 10, n. 4, p. 553, doi. 10.1007/s10436-014-0249-6
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- Article
On the transition laws of p-tempered α-stable OU-processes.
- Published in:
- Computational Statistics, 2021, v. 36, n. 2, p. 1415, doi. 10.1007/s00180-020-01055-2
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- Article
On the occupancy problem for a regime-switching model.
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- Journal of Applied Probability, 2020, v. 57, n. 1, p. 53, doi. 10.1017/jpr.2020.33
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- Article
DOMAINS OF ATTRACTION FOR POSITIVE AND DISCRETE TEMPERED STABLE DISTRIBUTIONS.
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- Journal of Applied Probability, 2018, v. 55, n. 1, p. 30, doi. 10.1017/jpr.2018.3
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- Article
ON A NEW CLASS OF TEMPERED STABLE DISTRIBUTIONS: MOMENTS AND REGULAR VARIATION.
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- Journal of Applied Probability, 2012, v. 49, n. 4, p. 1015, doi. 10.1239/jap/1354716655
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- Article
The generalized Simpson’s entropy is a measure of biodiversity.
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- PLoS ONE, 2017, v. 12, n. 3, p. 1, doi. 10.1371/journal.pone.0173305
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- Article
Normal Laws for Two Entropy Estimators on Infinite Alphabets.
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- Entropy, 2018, v. 20, n. 5, p. 371, doi. 10.3390/e20050371
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- Article
Estimation of Expected Shortfall Using Quantile Regression: A Comparison Study.
- Published in:
- Computational Economics, 2022, v. 60, n. 2, p. 725, doi. 10.1007/s10614-021-10164-z
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- Article
A note on calculating expected shortfall for discrete time stochastic volatility models.
- Published in:
- Financial Innovation, 2021, v. 7, n. 1, p. 1, doi. 10.1186/s40854-021-00254-0
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- Article
Asymptotic properties of Turing's formula in relative error.
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- Machine Learning, 2017, v. 106, n. 11, p. 1771, doi. 10.1007/s10994-016-5620-6
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- Article
Pricing multi-asset options with tempered stable distributions.
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- Financial Innovation, 2024, v. 10, n. 1, p. 1, doi. 10.1186/s40854-024-00649-9
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- Article
A RANDOM VARIABLE THAT DOES NOT BELONG TO A DOMAIN OF ATTRACTION, BUT ITS ABSOLUTE VALUE DOES.
- Published in:
- Mathematical Scientist, 2018, v. 43, n. 1, p. 56
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- Article