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Chapter title |
A New Tempered Stable Distribution and Its Application to Finance
|
---|---|
Chapter number | 5 |
Book title |
Risk Assessment
|
Published by |
Physica-Verlag HD, January 2009
|
DOI | 10.1007/978-3-7908-2050-8_5 |
Book ISBNs |
978-3-79-082049-2, 978-3-79-082050-8
|
Authors |
Young Shin Kim, Svetlozar T. Rachev, Michele Leonardo Bianchi, Frank J. Fabozzi |