Grabchak M., “Domains of Attraction For Positive and Discrete Tempered Stable Distributions”, J. Appl. Probab., 55:1 (2018), 30–42
Zhu F., Quan W., Zheng Z., Wan Sh., “A Bayesian Learning Method For Financial Time-Series Analysis”, IEEE Access, 6 (2018), 38959–38966
Fallahgoul H.A., Kim Y.S., Fabozzi F.J., “Elliptical tempered stable distribution”, Quant. Financ., 16:7 (2016), 1069–1087
Michael Grabchak, SpringerBriefs in Mathematics, Tempered Stable Distributions, 2016, 15
Michael Grabchak, SpringerBriefs in Mathematics, Tempered Stable Distributions, 2016, 1
Grabchak M., “Inversions of Levy Measures and the Relation Between Long and Short Time Behavior of Levy Processes”, J. Theor. Probab., 28:1 (2015), 184–197
Advances in Heavy Tailed Risk Modeling, 2015, 597
U. Küchler, S. Tappe, “Exponential stock models driven by tempered stable processes”, J. Econometrics, 181:1 (2014), 53–63
Theory Probab. Appl., 59:2 (2015), 222–243
Bianchi M.L., Fabozzi F.J., “Discussion of ‘on Simulation and Properties of the Stable Law’ By Devroye and James”, Stat. Method. Appl., 23:3 (2014), 353–357
Mahmoud Bekri, Young Shin (Aaron) Kim, Svetlozar (Zari) T. Rachev, “Tempered stable models for Islamic finance asset management”, International Journal of Islamic and Middle Eastern Finance and Management, 7:1 (2014), 37
Michele Leonardo Bianchi, “Are the Log-Returns of Italian Open-End Mutual Funds Normally Distributed? A Risk Assessment Perspective”, SSRN Journal, 2014
U. Küchler, S. Tappe, “Tempered stable distributions and processes”, Stochastic Process. Appl., 123:12 (2013), 4256–4293
Michele Leonardo Bianchi, Svetlozar Rachev, Frank J. Fabozzi, “Tempered Stable Ornstein-Uhlenbeck Processes: A Practical View”, SSRN Journal, 2013
Kirill Valeryevich Kirillov, “STOCK MARKET FLUCTUATIONS SIMULATION WITHIN LOWLY VOLATILE AND HIGHLY VOLATILE PERIODS”, Vestnik Donskogo gosudarstvennogo tehničeskogo universiteta, 13:7-8 (2013), 5
Grabchak M., “On a new class of tempered stable distributions: moments and regular variation”, J. Appl. Probab., 49:4 (2012), 1015–1035
Michael Grabchak, “On a new Class of Tempered Stable Distributions: Moments and Regular Variation”, J. Appl. Probab., 49:04 (2012), 1015
Victoria Knopova, Alexei Kulik, “Exact Asymptotic for Distribution Densities of Lévy Functionals”, Electron. J. Probab., 16:none (2011)