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
This page was built for person: Christian Menn
