The following pages link to Normal tempered stable copula (Q2339016):
Displaying 6 items.
- Implied risk aversion: an alternative rating system for retail structured products (Q2328778) (← links)
- Quanto option pricing in the presence of fat tails and asymmetric dependence (Q2347727) (← links)
- Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model (Q2673808) (← links)
- Elliptical tempered stable distribution (Q5001190) (← links)
- FACTOR COPULA MODEL FOR PORTFOLIO CREDIT RISK (Q5010074) (← links)
- Portfolio optimization with relative tail risk (Q6644371) (← links)
