Stable Distributions



SFB 649 Discussion Paper Series

For a complete list of Discussion Papers published by the SFB 649,
please visit
http://sfb649.wiwi.hu-berlin.de.

001 "Nonparametric Risk Management with Generalized
Hyperbolic Distributions" by Ying Chen, Wolfgang Hardle
and Seok-Oh Jeong, January 2005.

002 "Selecting Comparables for the Valuation of the European
Firms" by Ingolf Dittmann and Christian Weiner, February
2005.

003 "Competitive Risk Sharing Contracts with One-sided
Commitment" by Dirk Krueger and Harald Uhlig, February
2005.

004 "Value-at-Risk Calculations with Time Varying Copulae" by
Enzo Giacomini and Wolfgang Hardle, February 2005.

005 "An Optimal Stopping Problem in a Diffusion-type Model with
Delay" by Pavel V. Gapeev and Markus Reiβ, February 2005.

006 "Conditional and Dynamic Convex Risk Measures" by Kai
Detlefsen and Giacomo Scandolo, February 2005.

007 "Implied Trinomial Trees" by Pavel Cféek and Karel
Komorad, February 2005.

008 "Stable Distributions" by Szymon Borak, Wolfgang Hardle
and Rafal Weron, February 2005.

SFB 649, Spandauer Straβe 1, D-10178 Berlin
http://sfb649.wiwi.hu-berlin.de


This research was supported by the Deutsche
Forschungsgemeinschaft through the SFB 649 "Economic Risk".



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