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- W2494480246 abstract "In the pricing section, we have seen the importance of fat tail for the forward skew modeling and especially for Crash put options. The alpha process can be very useful to design a very good indicator to detect the beginning of large movements or alternatively to detect large movements." @default.
- W2494480246 created "2016-08-23" @default.
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- W2494480246 date "2015-01-01" @default.
- W2494480246 modified "2023-09-25" @default.
- W2494480246 title "Building Monitoring Signals" @default.
- W2494480246 doi "https://doi.org/10.1057/9781137414502_10" @default.
- W2494480246 hasPublicationYear "2015" @default.
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