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Annals of Operations Research 2019 / 4

Modelling tail risk with tempered stable distributions: an overview

Fallahgoul, Hasan, Loeper, Gregoire
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Language:
english
Journal:
Annals of Operations Research
DOI:
10.1007/s10479-019-03204-3
Date:
April, 2019
File:
PDF, 914 KB
english, 2019
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