Christian Menn

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Person:704079

Available identifiers

zbMath Open menn.christian.1MaRDI QIDQ704079

List of research outcomes





PublicationDate of PublicationType
Smoothly truncated stable distributions, GARCH-models, and option pricing2009-07-06Paper
Calibrated FFT-based density approximations for \(\alpha\)-stable distributions2008-12-11Paper
A note on the estimation of the frequency and severity distribution of operational losses2006-02-21Paper
A GARCH option pricing model with \(\alpha\)-stable innovations2005-01-12Paper

Research outcomes over time

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