AnDarl
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(14)- Two maxentropic approaches to determine the probability density of compound risk losses
- pyvine: the Python package for regular vine copula modeling, sampling and testing
- Quanto option pricing in the presence of fat tails and asymmetric dependence
- Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization
- KS1SidedOneSample
- Algorithm 462
- k.c
- PricingMixedTS
- Mosaic normality test
- bvcopula
- pyvine
- Extended generalized skew-elliptical distributions and their moments
- A goodness-of-fit test for generalized error distribution
- Multi-modal tempered stable distributions and prosses with applications to finance
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