scientific article; zbMATH DE number 5010400
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Publication:3374069
zbMATH Open1126.91376MaRDI QIDQ3374069FDOQ3374069
Stoyan V. Stoyanov, Borjana Racheva-Jotova
Publication date: 9 March 2006
Title of this publication is not available (Why is that?)
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Cited In (16)
- Discussion of `On simulation and properties of the stable law' by Devroye and James
- Modelling tail risk with tempered stable distributions: an overview
- Stable modeling of value at risk
- Title not available (Why is that?)
- Computing the portfolio conditional value-at-risk in the \(\alpha\)-stable case
- Stable Paretian models in finance
- Numerical treatment of stochastic models used in statistical systems and financial markets
- Riding with the four horsemen and the multivariate normal tempered stable model
- Model Risk in Finance: Some Modeling and Numerical Analysis Issues
- Title not available (Why is that?)
- Matrix-based numerical modelling of financial differential equations
- Alpha-stable paradigm in financial markets
- Stable distributions and their application in finance
- Title not available (Why is that?)
- Title not available (Why is that?)
- Multi-modal tempered stable distributions and prosses with applications to finance
Uses Software
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