共 50 条
- [2] Statistical inference in the presence of heavy tails ECONOMETRICS JOURNAL, 2012, 15 (01): : C31 - C53
- [3] Rare events in the presence of heavy tails STOCHASTIC NETWORKS: STABILITY AND RARE EVENTS, 1996, 117 : 197 - 214
- [8] Option Valuation with Volatility Components, Fat Tails, and Nonmonotonic Pricing Kernels REVIEW OF ASSET PRICING STUDIES, 2018, 8 (02): : 183 - 231
- [9] Heavy Tails and Web Models (Abstract) SCALABLE UNCERTAINTY MANAGEMENT, SUM 2008, 2008, 5291 : 4 - 4
- [10] Importance sampling simulation in the presence of heavy tails Proceedings of the 2005 Winter Simulation Conference, Vols 1-4, 2005, : 664 - 672