Chapter13 Financial applications of stable distributionsJ. Huston McCulloch199613 Financial applications of stable distributionsJ. Huston McCulloch1996-01-01chapterHandbook of statistics273 citationsclosedNo readable copy stored yet — this record is metadata only.Stochastic processes and financial applicationsComplex Systems and Time Series AnalysisProbability and Risk ModelsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 273 citations exist upstream.References1973The Pricing of Options and Corporate Liabilities1976Option pricing when underlying stock returns are discontinuous1963The Variation of Certain Speculative Prices1997The variation of certain speculative prices1992ARCH modeling in finance1958Liquidity Preference as Behavior Towards Risk1995Scaling behaviour in the dynamics of an economic index1976The Valuation of Uncertain Income Streams and the Pricing of OptionsCited by1998Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management2003Investment guarantees : modeling and risk management for equity-linked life insurance2004On the distribution and dynamics of health care costs2000Pricing and hedging derivative securities with neural networks and a homogeneity hint1997Measuring Tail Thickness to Estimate the Stable Index α: A Critique2007The limits of diversification when losses may be large2008Nondiversification Traps in Catastrophe Insurance Markets2003Motion picture profit, the stable Paretian hypothesis, and the curse of the superstar