AnDarl
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Related Items (8)
Extended generalized skew-elliptical distributions and their moments ⋮ Multi-modal tempered stable distributions and prosses with applications to finance ⋮ Mosaic normality test ⋮ A goodness-of-fit test for generalized error distribution ⋮ Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization ⋮ pyvine: the Python package for regular vine copula modeling, sampling and testing ⋮ Two maxentropic approaches to determine the probability density of compound risk losses ⋮ Quanto option pricing in the presence of fat tails and asymmetric dependence
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