Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management最新文献

Implied Volatility Smile with Non-Gaussian Processes 非高斯过程的隐含波动率Smile

Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management Pub Date : 2019-03-01 DOI: 10.1142/9789813276208_0011

引用次数: 1

Stochastic Processes with Jumps 具有跳跃的随机过程

Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management Pub Date : 2019-03-01 DOI: 10.1142/9789813276208_0003

引用次数: 0

Extreme Value Theory 极值理论

Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management Pub Date : 2019-03-01 DOI: 10.1142/9789813276208_0009

M. L. Bianchi, Stoyan Stoyanov, G. Tassinari, Frank J. Fabozzi, S. Focardi

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引用次数: 0

The Class of Stable Distributions 一类稳定分布

Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management Pub Date : 2019-03-01 DOI: 10.1142/9789813276208_0005

引用次数: 0

FRONT MATTER 前页

Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management Pub Date : 2019-03-01 DOI: 10.1142/9789813276208_fmatter

引用次数: 0

Tempered Stable Distributions 缓变稳定分布

Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management Pub Date : 2019-03-01 DOI: 10.1142/9789813276208_0006

M. L. Bianchi, Stoyan Stoyanov, G. Tassinari, F. Fabozzi, S. Focardi

引用次数: 0

BACK MATTER 回到问题

Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management Pub Date : 2019-03-01 DOI: 10.1142/9789813276208_bmatter

引用次数: 0

Random Variables 随机变量

Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management Pub Date : 2019-03-01 DOI: 10.1142/9789813276208_0002

박동조

引用次数: 0

Multivariate Time-Changed Brownian Motion: The Expectation–Maximization Estimation Method 多元时变布朗运动:期望最大化估计方法

Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management Pub Date : 1900-01-01 DOI: 10.1142/9789813276208_0008

M. L. Bianchi, Stoyan Stoyanov, G. Tassinari, F. Fabozzi, S. Focardi

引用次数: 0

A Portfolio Selection Analysis with Non-Gaussian Models 基于非高斯模型的投资组合选择分析

Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management Pub Date : 1900-01-01 DOI: 10.1142/9789813276208_0010

M. L. Bianchi, Stoyan Stoyanov, G. Tassinari, F. Fabozzi, S. Focardi

引用次数: 2