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Portfolio management with stable distributions
Račev, Svetlozar T.; Han, Seonkoo - In: Mathematical methods of operations research 51 (2000) 2, pp. 341-352
Persistent link: https://www.econbiz.de/10001488325
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Smoothly truncated stable distributions, GARCH-models, and option pricing
Menn, Christian; Rachev, Svetlozar T. - In: Mathematical methods of operations research 69 (2009) 3, pp. 411-438
Persistent link: https://www.econbiz.de/10008257947
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Introduction to special issue: studies in mathematical and empirical finance
Rachev, Svetlozar T.; Fabozzi, Frank J. - In: Mathematical methods of operations research 69 (2009) 3, pp. 375-378
Persistent link: https://www.econbiz.de/10008257950
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Introduction to special issue : studies in mathematical and empirical finance
Račev, Svetlozar T.; Fabozzi, Frank J. - In: Mathematical methods of operations research 69 (2009) 3, pp. 375-377
Persistent link: https://www.econbiz.de/10003858181
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Smoothly truncated stable distributions, GARCH-models, and option pricing
Menn, Christian; Račev, Svetlozar T. - In: Mathematical methods of operations research 69 (2009) 3, pp. 411-438
Persistent link: https://www.econbiz.de/10003858257