User: Guest  Login
Author(s):
Reuss, Andreas; Olivares, Pablo; Seco, Luis; Zagst, Rudi
Title:
Risk management and portfolio selection using \alpha-stable regime switching models
Journal title:
Applied Mathematical Sciences
Year:
2016
Journal volume:
10
Pages contribution:
549-582
Fulltext / DOI:
doi:10.12988/ams.2016.512722
Publisher:
Hikari, Ltd.
E-ISSN:
1314-7552
Date of publication:
01.01.2016
 BibTeX