Dirk Krause
Ph.D. Karlsruher Institut für Technologie (KIT) 2011
Dissertation:
Portfolio Analysis with Multivariate Normal Tempered Stable Processes and Distributions
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Svetlozar Todorov Rachev
Advisor 2: Karl-Heinz Waldmann
No students known.
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