Hasan A. Fallahgoul
Title
Cited by
Cited by
Year
Fractional Calculus and Fractional Processes with Applications to Financial Economics
H Fallahgoul, S Focardi, F Fabozzi
Elsevier, Academic Press, 2016
52*2016
Modified Gauss quadrature for ill-posed integral transform
SM Hashemiparast, H Fallahgoul
International Journal of Mathematics and Computation 13 (D11), 2011
112011
Elliptical tempered stable distribution
HA Fallahgoul, YS Kim, FJ Fabozzi
Quantitative Finance 16 (7), 1069-1087, 2016
102016
Quanto Option Pricing with LÚvy Models
H Fallahgoul, A Kim, FJ Fabozzi, J Park
62016
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
52012
Risk Premia and LÚvy Jumps: Theory and Evidence
H Fallahgoul, J Hugonnier, L Mancini
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3327137, 2019
4*2019
Modelling tail risk with tempered stable distributions: an overview
H Fallahgoul, G Loeper
Annals of Operations Research, 1-28, 2019
42019
Correlated time-changed LÚvy processes
H Fallahgoul, K Nam
Available at SSRN 3226748, 2019
3*2019
Quantile-based inference for tempered stable distributions
HA Fallahgoul, D Veredas, FJ Fabozzi
Computational Economics 53 (1), 51-83, 2019
32019
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
32014
Multivariate stable distributions and generating densities
H Fallahgoul, SM Hashemiparast, FJ Fabozzi, YS Kim
Applied Mathematics Letters 26 (3), 324-329, 2012
32012
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
32011
Using crooked lines for the higher accuracy in system of integral equations
SM Hashemiparast, M Sabzevari, H Fallahgoul
J. Appl. Math. & Informatics Vol 29 (1-2), 145-159, 2011
32011
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
32011
Approximation of fractional derivatives via Gauss integration
SM Hashemiparast, H Fallahgoul
ANNALI DELL'UNIVERSITA'DI FERRARA 57 (1), 67, 2011
22011
Towards Explaining Deep Learning: Significance Tests for Multi-Layer Perceptrons
H Fallahgoul, V Franstianto
Available at SSRN, 2020
12020
Towards explaining the ReLU Feed-Forward Network
H Fallahgoul, V Franstianto, G Loeper
Available at SSRN, 2019
12019
Model risk and disappointment aversion
H Fallahgoul, L Mancini, SV Stoyanov
12019
Inside the Mind of Investors During the COVID-19 Pandemic: Evidence from the StockTwits Data
H Fallahgoul
arXiv preprint arXiv:2004.11686, 2020
2020
Elliptical Tempered Stable Distribution and Fractional Calculus
HA Fallahgoul, YS Kim
arXiv preprint arXiv:1408.3387, 2014
2014
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Articles 1–20