Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization
Crossref DOI link: https://doi.org/10.1007/s10287-018-0306-0
Published Online: 2018-04-23
Published Print: 2019-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Hitaj, Asmerilda
Mercuri, Lorenzo
Rroji, Edit
Funding for this research was provided by:
MIUR-DAAD Joint Mobility Program 2nd edition (35364, 35364)
Text and Data Mining valid from 2018-04-23
Article History
Received: 30 September 2017
Accepted: 13 April 2018
First Online: 23 April 2018