Alexander Yu. Korchagin, Victor Korolev. Forecasting Financial Risks By Modified Grid-Based Decomposition Algorithm For Normal Variance-Mean Mixtures. In Valeri M. Mladenov, Grisha Spasov, Petia Georgieva, Galidia Petrova, editors, 29th European Conference on Modelling and Simulation, ECMS 2015, Albena (Varna), Bulgaria, May 26-29, 2015. Proceedings. pages 637-641, European Council for Modeling and Simulation, 2015. [doi]
Abstract is missing.