The following pages link to Edit Rroji (Q419210):
Displaying 15 items.
- Approximation of the variance gamma model with a finite mixture of normals (Q419211) (← links)
- Option pricing in an exponential mixedts Lévy process (Q1703561) (← links)
- Risk parity for mixed tempered stable distributed sources of risk (Q1703562) (← links)
- Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization (Q1722750) (← links)
- Implicit quantiles and expectiles (Q2151639) (← links)
- The determinants of lapse rates in the Italian life insurance market (Q2209792) (← links)
- Lévy CARMA models for shocks in mortality (Q2331010) (← links)
- Implicit expectiles and measures of implied volatility (Q4619525) (← links)
- Mixed tempered stable distribution (Q4683086) (← links)
- Discrete‐Time Approximation of a Cogarch(<i>p</i>,<i>q</i>) Model and its Estimation (Q4684340) (← links)
- On the dependence structure between S&P500, VIX and implicit Interexpectile Differences (Q4957243) (← links)
- Finite Mixture Approximation of CARMA(p,q) Models (Q5013835) (← links)
- (Q5856820) (← links)
- On Properties of the MixedTS Distribution and Its Multivariate Extension (Q6086599) (← links)
- A Hawkes model with CARMA(p,q) intensity (Q6406993) (← links)
