Work

Sampling Student's T distribution – use of the inverse cumulative distribution function

Year: 2006

Type: article

Source: The Journal of Computational Finance

DOI: 10.21314/jcf.2006.150

Author: William T. Shaw

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1498048116

FWCI: 6.342

Cites: 16

Cited by: 61

Related to: 10