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"Modelling tail risk with tempered stable distributions: an overview."

Hasan Fallahgoul, Grégoire Loeper (2021)

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DOI: 10.1007/S10479-019-03204-3

access: closed

type: Journal Article

metadata version: 2022-07-01

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  dblp key:
  - journals/anor/FallahgoulL21
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  - https://dblp.org/rec/journals/anor/FallahgoulL21
Hasan Fallahgoul, Grégoire Loeper:
Modelling tail risk with tempered stable distributions: an overview. Ann. Oper. Res. 299(1): 1253-1280 (2021)

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