Multi-modal tempered stable distributions and prosses with applications to finance (Q5077485)
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scientific article; zbMATH DE number 7528943
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| English | Multi-modal tempered stable distributions and prosses with applications to finance |
scientific article; zbMATH DE number 7528943 |
Statements
Multi-modal tempered stable distributions and prosses with applications to finance (English)
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18 May 2022
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tempered stable distributions
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multi-modal distribution
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financial data
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exponential Lévy model
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VaR
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0.8005515933036804
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0.7782407999038696
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0.7699419260025024
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