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Macquarie University / Division of Information and Communication Scienceshttp://www.ics.mq.edu.au/
Quantitative Finance Research Centre
Finance Discipline Group
University of Technology Sydney
RePEc:edi:qfutsau (more details at EDIRC)
Research outputJump to: Working papers
- Allan Brace & Mark Lauer & Milo Rado, 2008. "A Stylised Model for Extreme Shocks: Four Moments of the Apocalypse," Research Paper Series 224, Quantitative Finance Research Centre, University of Technology, Sydney.
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