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Jamilu Auwalu Adamu's Blog (1)

Capturing Low-Probability, High-Impact Events 'Black Swans' in Economic and Financial Models

Capturing Low-Probability, High-Impact Events 'Black Swans' in Economic and Financial Models

Jamilu Auwalu Adamu , Lecturer, Nigeria

Incorporation of Fat - Tailed Effects of the Underlying Assets Probability Distribution using Advanced Stressed Methods.



Capturing the effects of Low-Probability, High-Impact "Black Swans" in the existing stochastic and deterministic models is tremendously…

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Added by Jamilu Auwalu Adamu on July 31, 2017 at 8:30am — No Comments

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