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]
@inproceedings{KorchaginK15,
title = {Forecasting Financial Risks By Modified Grid-Based Decomposition Algorithm For Normal Variance-Mean Mixtures},
author = {Alexander Yu. Korchagin and Victor Korolev},
year = {2015},
doi = {10.7148/2015-0637},
url = {http://dx.doi.org/10.7148/2015-0637},
researchr = {https://researchr.org/publication/KorchaginK15},
cites = {0},
citedby = {0},
pages = {637-641},
booktitle = {29th European Conference on Modelling and Simulation, ECMS 2015, Albena (Varna), Bulgaria, May 26-29, 2015. Proceedings},
editor = {Valeri M. Mladenov and Grisha Spasov and Petia Georgieva and Galidia Petrova},
publisher = {European Council for Modeling and Simulation},
isbn = {978-0-9932440-1-8},
}