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"Sensitivity analysis of Mixed Tempered Stable parameters with implications ..."
Asmerilda Hitaj, Lorenzo Mercuri, Edit Rroji (2019)
- Asmerilda Hitaj, Lorenzo Mercuri, Edit Rroji:
Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization. Comput. Manag. Sci. 16(1-2): 71-95 (2019)
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