scientific article; zbMATH DE number 5010400

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?)

zbMATH Keywords

probability density functionscumulative distribution functions\(\alpha\)-stable laws

Mathematics Subject Classification ID

Cited In (12)

• 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?)
• 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
• Title not available (Why is that?)
• Multi-modal tempered stable distributions and prosses with applications to finance

Uses Software

• STABLE

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