Pages that link to "Item:Q4683086"

The following pages link to Mixed tempered stable distribution (Q4683086):

Displaying 7 items.

• Option pricing in an exponential mixedts Lévy process (Q1703561) (← links)
• Risk parity for mixed tempered stable distributed sources of risk (Q1703562) (← links)
• Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization (Q1722750) (← links)
• Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
• Lévy CARMA models for shocks in mortality (Q2331010) (← links)
• On Properties of the MixedTS Distribution and Its Multivariate Extension (Q6086599) (← links)
• A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations (Q6155659) (← links)