Christian Menn

According to our database1, Christian Menn authored at least 3 papers between 2005 and 2009.

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Timeline

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Bibliography

2009
Smoothly truncated stable distributions, GARCH-models, and option pricing.
Math. Meth. of OR, 2009

2006
Calibrated FFT-based density approximations for alpha.
Computational Statistics & Data Analysis, 2006

2005
A GARCH option pricing model with alpha-stable innovations.
European Journal of Operational Research, 2005


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