| Fractional Calculus and Fractional Processes with Applications to Financial Economics H Fallahgoul, S Focardi, F Fabozzi Elsevier, Academic Press, 2016 | 59* | 2016 |
| Elliptical tempered stable distribution HA Fallahgoul, YS Kim, FJ Fabozzi Quantitative Finance 16 (7), 1069-1087, 2016 | 11 | 2016 |
| Modified Gauss quadrature for ill-posed integral transform SM Hashemiparast, H Fallahgoul International Journal of Mathematics and Computation 13 (D11), 2011 | 11 | 2011 |
| Modelling tail risk with tempered stable distributions: an overview H Fallahgoul, G Loeper Annals of Operations Research, 1-28, 2019 | 10 | 2019 |
| Quanto Option Pricing with Lévy Models H Fallahgoul, A Kim, FJ Fabozzi, J Park | 9 | 2016 |
| Risk Premia and Lévy Jumps: Theory and Evidence H Fallahgoul, J Hugonnier, L Mancini https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3327137, 2019 | 6* | 2019 |
| Approximation of stable and geometric stable distributions H Fallahgoul, SM Hashemiparast, YS Kim, ST Rachev, FJ Fabozzi Journal of Statistical and Econometric Methods 1 (3), 97-123, 2012 | 5 | 2012 |
| Inside the Mind of Investors During the COVID-19 Pandemic: Evidence from the StockTwits Data H Fallahgoul forthcoming at Journal of Financial Data Science, 2020 | 4 | 2020 |
| Time-changed\levy processes and option pricing: a critical comment H Fallahgoul, K Nam arXiv preprint arXiv:1907.00149, 2019 | 4 | 2019 |
| Quantile-based inference for tempered stable distributions HA Fallahgoul, D Veredas, FJ Fabozzi Computational Economics 53 (1), 51-83, 2019 | 4 | 2019 |
| Analytical-numeric formulas for the probability density function of multivariate stable and geo-stable distributions H Fallahgoul, SM Hashemiparast, FJ Fabozzi, L Klebanov Journal of Statistical Theory and Practice 8 (2), 260-282, 2014 | 3 | 2014 |
| Multivariate stable distributions and generating densities H Fallahgoul, SM Hashemiparast, FJ Fabozzi, YS Kim Applied Mathematics Letters 26 (3), 324-329, 2012 | 3 | 2012 |
| Approximation of Laplace transform of fractional derivatives via Clenshaw–Curtis integration SM Hashemiparast, H Fallahgoul International Journal of Computer Mathematics 88 (6), 1224-1238, 2011 | 3 | 2011 |
| Using crooked lines for the higher accuracy in system of integral equations SM Hashemiparast, M Sabzevari, H Fallahgoul Journal of applied mathematics & informatics 29 (1_2), 145-159, 2011 | 3 | 2011 |
| Improving the solution of nonlinear Volterra integral equations using rationalized Haar s-functions SM Hashemiparast, M Sabzevari, H Fallahgoul Vietnam Journal of Mathematics 39 (2), 145-157, 2011 | 3 | 2011 |
| Towards Explaining Deep Learning: Asymptotic Properties of ReLU FFN Sieve Estimators H Fallahgoul, V Franstianto, G Loeper Available at SSRN, 2019 | 2* | 2019 |
| Approximation of fractional derivatives via Gauss integration SM Hashemiparast, H Fallahgoul ANNALI DELL'UNIVERSITA'DI FERRARA 57 (1), 67, 2011 | 2 | 2011 |
| Asset Pricing with Neural Networks: A Variable Significant Test H Fallahgoul, V Franstianto Available at SSRN, 2020 | 1* | 2020 |
| Model risk and disappointment aversion H Fallahgoul, L Mancini, SV Stoyanov | 1 | 2019 |
| Who Influences Whom? Behavior Contagion Among Investors H Fallahgoul, X Lin Behavior Contagion Among Investors (November 6, 2020), 2020 | | 2020 |
Young Shin Aaron KimCollege of business, stony brook universityVerified email at stonybrook.edu
