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On multivariate extensions of the Mixed Tempered Stable distribution
2016-01-01 Hitaj, A; Hubalek, F; Mercuri, L; Rroji, E
Risk measurement using the mixed tempered stable distribution
2014-01-01 Mercuri, L; Rroji, E.
Some empirical evidence on the need of more advanced approaches in mortality modeling
2018-01-01 Hitaj, A; Mercuri, L; Rroji, E
VIX computation based on affine stochastic volatility models in discrete time
2018-01-01 Hitaj, A.; Mercuri, L.; Rroji, Edit
| Titolo | Data di pubblicazione | Autori | File |
|---|---|---|---|
| On multivariate extensions of the Mixed Tempered Stable distribution | 1-gen-2016 | Rroji, E + | |
| Risk measurement using the mixed tempered stable distribution | 1-gen-2014 | Rroji, E. + | |
| Some empirical evidence on the need of more advanced approaches in mortality modeling | 1-gen-2018 | RROJI E + | |
| VIX computation based on affine stochastic volatility models in discrete time | 1-gen-2018 | RROJI, EDIT + |