Christian Menn

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

Collaborative distances:

Timeline

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Article

PhD thesis

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2009

Smoothly truncated stable distributions, GARCH-models, and option pricing.

[BibT_eX]

[DOI]

Math. Methods Oper. Res., 2009

2006

Calibrated FFT-based density approximations for alpha.

[BibT_eX]

[DOI]

Comput. Stat. Data Anal., 2006

2005

A GARCH option pricing model with alpha-stable innovations.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2005