Christian Menn
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Smoothly truncated stable distributions, GARCH-models, and option pricing Mathematical Methods of Operations Research | 2009-07-06 | Paper |
| Calibrated FFT-based density approximations for \(\alpha\)-stable distributions Computational Statistics and Data Analysis | 2008-12-11 | Paper |
| A note on the estimation of the frequency and severity distribution of operational losses | 2006-02-21 | Paper |
| A GARCH option pricing model with \(\alpha\)-stable innovations European Journal of Operational Research | 2005-01-12 | Paper |
Research outcomes over time
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