Author of the publication

Calibrated FFT-based density approximations for alpha-stable distributions

, and . Computational Statistics & Data Analysis, 50 (8): 1891--1904 (Apr 10, 2006)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Spot and derivative pricing in the EEX power market, , , and . Journal of Banking & Finance, 31 (11): 3462--3485 (November 2007)Optionspreisbewertung. Finanzmanagement Kovaÿéc, Hamburg, (2004)Calibrated FFT-based density approximations for alpha-stable distributions, and . Computational Statistics & Data Analysis, 50 (8): 1891--1904 (Apr 10, 2006)A GARCH option pricing model with alpha-stable innovations., and . Eur. J. Oper. Res., 163 (1): 201-209 (2005)