On bounds for the mode and median of the generalized hyperbolic and related distributions (Q2208273): Difference between revisions

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-Milan J. Merkle
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+Computation of Modified Bessel Functions and Their Ratios
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+Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes
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+The Chen-Rubin conjecture in a continuous setting
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+Inequalities for linear combinations of gamma random variables
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+Bounds for the difference between median and mean of gamma and Poisson distributions
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+Hyperbolic distributions in finance
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+OPTION PRICING WITH VG–LIKE MODELS
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+Variance-gamma approximation via Stein's method
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+Inequalities for modified Bessel functions and their integrals
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+A Stein characterisation of the generalized hyperbolic distribution
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+Bounds for modified Struve functions of the first kind and their ratios
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+Bounds for modified Bessel functions
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+Mean, median, mode II
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+A Stein type lemma for the multivariate generalized hyperbolic distribution
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