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Christian Menn
Publication Activity (10 Years)
Years Active: 2005-2009
Publications (10 Years): 0
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Publications
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Christian Menn
,
Svetlozar T. Rachev
Smoothly truncated stable distributions, GARCH-models, and option pricing.
Math. Methods Oper. Res.
69 (3) (2009)
Christian Menn
,
Svetlozar T. Rachev
Calibrated FFT-based density approximations for alpha.
Comput. Stat. Data Anal.
50 (8) (2006)
Christian Menn
,
Svetlozar T. Rachev
A GARCH option pricing model with alpha-stable innovations.
Eur. J. Oper. Res.
163 (1) (2005)