The Performances of Heavy Tailed Distributions in Risk Analysis An Implementation on a Market Driven by a Jump Diffusion Process

İŞCANOĞLU ÇEKİÇ A., SEZER D., BOYRAZ B., Gül M. İ.

16th International Symposium on Econometrics, Operations Research and Statistics, Edirne, Turkey, 7 - 12 May 2015, (Summary Text)

• Publication Type: Conference Paper / Summary Text
• City: Edirne
• Country: Turkey
• Trakya University Affiliated: Yes