Weighted multimodal family of distributions with sine and cosine weight functions حسب Alzaatreh, Ayman

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Compound distributions for financial returns حسب Afuecheta, Emmanuel

"…For each of the proposed distribution, we give expressions for the probability density function, cumulative distribution function, moments and characteristic function. GARCH models with innovations taken to follow the compound distributions are fitted to the data using the method of maximum likelihood. …"
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Time-varying volatility model equipped with regime switching factor: valuation of option price written on energy futures حسب Leduc, Guillaume

"…We develop a semi-analytical method to determine the price of European options on these energy futures, involving the derivation of the characteristic function for the energy futures' dynamics. …"
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