Academic literature on the topic 'Mixed Tempered Stable'
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Journal articles on the topic "Mixed Tempered Stable"
Rroji, Edit, and Lorenzo Mercuri. "Mixed tempered stable distribution." Quantitative Finance 15, no. 9 (October 23, 2014): 1559–69. http://dx.doi.org/10.1080/14697688.2014.969763.
Full textMercuri, Lorenzo, and Edit Rroji. "Risk parity for Mixed Tempered Stable distributed sources of risk." Annals of Operations Research 260, no. 1-2 (December 20, 2016): 375–93. http://dx.doi.org/10.1007/s10479-016-2394-y.
Full textHitaj, Asmerilda, Lorenzo Mercuri, and Edit Rroji. "Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization." Computational Management Science 16, no. 1-2 (April 23, 2018): 71–95. http://dx.doi.org/10.1007/s10287-018-0306-0.
Full textEsmaeelnejad, Leila, Mehdi Shorafa, Manouchehr Gorji, and Seiyed M. Hosseini. "Enhancement of physical and hydrological properties of a sandy loam soil via application of different biochar particle sizes during incubation period." Spanish Journal of Agricultural Research 14, no. 2 (June 1, 2016): e1103. http://dx.doi.org/10.5424/sjar/2016142-9190.
Full textYoshioka, Hidekazu. "Fitting a superposition of Ornstein–Uhlenbeck process to time series of discharge in a perennial river environment." ANZIAM Journal 63 (June 28, 2022): C84—C96. http://dx.doi.org/10.21914/anziamj.v63.16985.
Full textYanuriati, Anny, Djagal Wiseso Marseno, Rochmadi Rochmadi, and Eni Harmayani. "Gel Glukomanan Porang-Xantan dan Kestabilannya Setelah Penyimpanan Dingin dan Beku." Agritech 37, no. 2 (September 14, 2017): 121. http://dx.doi.org/10.22146/agritech.10793.
Full textMakarychev, S. V. "CHERNOZEMMOISTUREREGIMEFORMATIONUNDERSEA-BUCKTHORNPLANTATIONSANDITSREGULATION." Vestnik Altajskogo gosudarstvennogo agrarnogo universiteta, no. 11 (2021): 24–30. http://dx.doi.org/10.53083/1996-4277-2021-205-11-24-30.
Full textRroji, Edit, and Lorenzo Mercuri. "Mixed Tempered Stable Distribution." SSRN Electronic Journal, 2013. http://dx.doi.org/10.2139/ssrn.2339273.
Full textHitaj, Asmerilda, Lorenzo Mercuri, and Edit Rroji. "Sensitivity Analysis of the Mixed Tempered Stable Parameters with Implications in Portfolio Optimization." SSRN Electronic Journal, 2017. http://dx.doi.org/10.2139/ssrn.3045856.
Full textRusch, René, Jens Trentmann, Lars Hummitzsch, Melanie Rusch, Schekeb Aludin, Assad Haneya, Martin Albrecht, et al. "Feasibility of a circulation model for the assessment of endovascular recanalization procedures and periprocedural thromboembolism in-vitro." Scientific Reports 9, no. 1 (November 22, 2019). http://dx.doi.org/10.1038/s41598-019-53607-2.
Full textDissertations / Theses on the topic "Mixed Tempered Stable"
Kawai, Reiichiro. "Contributions to Infinite Divisibility for Financial Modeling." Diss., Georgia Institute of Technology, 2004. http://hdl.handle.net/1853/4888.
Full textRROJI, EDIT. "Risk attribution and semi-heavy tailed distributions." Doctoral thesis, Università degli Studi di Milano-Bicocca, 2013. http://hdl.handle.net/10281/49833.
Full textBook chapters on the topic "Mixed Tempered Stable"
Mercuri, Lorenzo, and Edit Rroji. "Risk Measurement Using the Mixed Tempered Stable Distribution." In Mathematical and Statistical Methods for Actuarial Sciences and Finance, 137–40. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-05014-0_32.
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