Sign in
Facet browsing currently unavailable
Page 1 of 4047 results
Sort by: relevance publication year
|
Functioning of Financial Markets and Theoretical Models for Returns BOOK CHAPTER published in Springer Finance |
|
Modeling with Stable Distributions BOOK CHAPTER published 2020 in Univariate Stable Distributions |
|
Financial Modeling Under Non-Gaussian Distributions BOOK published 2007 in Springer Finance |
|
Modeling Correlation BOOK CHAPTER published in Springer Finance |
|
Modeling Volatility BOOK CHAPTER published in Springer Finance |
|
Modeling Higher Moments BOOK CHAPTER published in Springer Finance |
|
Statistical Properties of Financial Market Data BOOK CHAPTER published in Springer Finance |
|
Introduction BOOK CHAPTER published in Springer Finance |
|
Lévy Processes BOOK CHAPTER published in Springer Finance |
|
Portfolio Allocation BOOK CHAPTER published in Springer Finance |
|
Jump Processes BOOK CHAPTER published in Springer Finance |
|
Optimal Static Hedging of Non-tradable Risks with Discrete Distributions BOOK CHAPTER published 2018 in Springer Proceedings in Mathematics & Statistics |
|
Extreme Value Theory BOOK CHAPTER published in Springer Finance |
|
Structural Option Pricing BOOK CHAPTER published in Springer Finance |
|
Signal Processing with Stable Distributions BOOK CHAPTER published 2020 in Univariate Stable Distributions |
|
Modeling Commodity Market Returns: The Challenge of Leptokurtic Distributions BOOK CHAPTER published 2019 in Advances in Analytics and Applications |
|
Basic Properties of Univariate Stable Distributions BOOK CHAPTER published 2020 in Univariate Stable Distributions |
|
Martingale and Changing Measure BOOK CHAPTER published in Springer Finance |
|
Fundamentals of Option Pricing BOOK CHAPTER published in Springer Finance |
|
Non-structural Option Pricing BOOK CHAPTER published in Springer Finance |