On polynomial extension of \(t\)-distribution and its financial applications (Q3119620)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On polynomial extension of t-distribution and its financial applications |
scientific article; zbMATH DE number 7034828
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On polynomial extension of \(t\)-distribution and its financial applications |
scientific article; zbMATH DE number 7034828 |
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
0.7438743114471436
0 references
0.7390867471694946
0 references
0.738927960395813
0 references
0.7341077923774719
0 references
0.7239816784858704
0 references
