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Operational risk modelling in insurance and banking
Vukovic, Ognjen, (2016)
Binomial valuation of lookback options
Babbs, Simon H., (2000)
ExploRing persistence in financial time series
Lee, David, (2000)
Linear combinations, products and ratios of t random variables
Nadarajah, Saralees, (2005)
Moments of truncated t and F distributions
Nadarajah, Saralees, (2008)
On the ratio of gamma and levy random variable
Nadarajah, Saralees, (2006)