On polynomial extension of t-distribution and its financial applications (Q3119620)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On polynomial extension of t-distribution and its financial applications |
scientific article |
Statements
On polynomial extension of t-distribution and its financial applications (English)
0 references
12 March 2019
0 references
\(t\)-distribution
0 references
orthogonal polynomial
0 references
fat-tail distribution
0 references
S\&P 500
0 references
Romanovski polynomial
0 references
options pricing
0 references
VaR
0 references
CVaR
0 references
maximum likelihood
0 references
