Generalized hyperbolic distributions: Theory and applications to CDO pricing. (Q3083979)
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scientific article; zbMATH DE number 5865731
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| English | Generalized hyperbolic distributions: Theory and applications to CDO pricing. |
scientific article; zbMATH DE number 5865731 |
Statements
14 March 2011
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multivariate generalized hyperbolic distribution
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generalized inverse Gaussian
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Lévy-Khintchine representation
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0.8006913065910339
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0.7983134388923645
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0.7974607348442078
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0.7900444269180298
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