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"Sensitivity analysis of Mixed Tempered Stable parameters with implications ..."

Asmerilda Hitaj, Lorenzo Mercuri, Edit Rroji (2019)

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DOI: 10.1007/S10287-018-0306-0

access: closed

type: Journal Article

metadata version: 2020-05-10

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Asmerilda Hitaj, Lorenzo Mercuri, Edit Rroji:
Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization. Comput. Manag. Sci. 16(1-2): 71-95 (2019)

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