References
Aaronson, J., & Denker, M. 1998. Characteristic functions of random variables attracted to 1-stable laws. Annals of Probability, 26(1), 399–415.
Abate, J., Choudhury, G. L., & Whitt, W. 2000. An Introduction to Numerical Transform Inversion and Its Application to Probability Models. Computational Probability—Springer, 257–323.
Abate, J., & Whitt, W. 1992. Numerical inversion of probability generating functions. Operations Research Letters, 12(4), 245–251.
Abramowitz, M., & Stegun, I. A. 1965. Handbook of Mathematical Functions. New York: Dover Publications.
Abramowitz, M., & Stegun, I. A. 1972. Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, National Bureau of Standards Applied Mathematics Series 55. Tenth Printing. ERIC.
Acerbi, C. 2002. Spectral measures of risk: a coherent representation of subjective risk aversion. Journal of Banking & Finance, 26(7), 1505–1518.
Acerbi, C. 2004. Coherent representations of subjective risk-aversion. In: Szego, G. (ed.), Risk Measures for the 21st Century. New York: Wiley, 147–207.
Ahmed, N., Natarajan, T., & Rao, K. R. 1974. Discrete cosine transform. IEEE Transactions on Computers, 100(1), 90–93.
Aigner, D. J., Amemiya, T., & Poirier, D. J. 1976. On the estimation of production frontiers: maximum likelihood estimation of the parameters of a discontinuous density function. International Economic Review, 17(2), 377–396.
Akgiray, V., & Lamoureux, C. G. 1989. Estimation of stable-law parameters: A comparative ...
Get Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.