Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution

Jaehyuk Choi, Yeda Du, Qingshuo Song. Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution. J. Computational Applied Mathematics, 388:113302, 2021. [doi]

Authors

Jaehyuk Choi

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Yeda Du

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Qingshuo Song

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