Subject
Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability
Reference16 articles.
1. The simulation of generalized inverse gaussian and hyperbolic random variables;Atkinson;SIAM Journal on Scientific and Statistical Computing,1982
2. Implementing Sobol’s quasirandom sequence generator;Bratley;ACM Transactions on Mathematical Software,1988
3. The Inverse Gaussian Distribution: Theory, Methodology, and Applications;Chhikara,1989
4. Hyperbolic distributions in Finance;Eberlein;Bernoulli,1995
5. Fajardo, J., Farias, A., 2003. Generalized hyperbolic distributions and Brazillian data. Working Paper. Available from: http://ideas.repec.org/p/ibm/finlab/flwp_57.html
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献