A Data Science Central Community
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…
Added by Jamilu Auwalu Adamu on July 31, 2017 at 8:30am — No Comments