Concepedia

Hasan Fallahgoul

HF

5

Publications

92

Citations

5

H-Index

2011

Active since

Affiliations

Monash University(Current)

Ecole des Hautes Etudes Commerciales du Nord

Hasan Fallahgoul is an author at Monash University specializing in probability theory, engineering, and economic analysis.

ORCID

Top concepts

Publications per year

2011–2023

5

Publications

5

Modelling tail risk with tempered stable distributions: an overview

Hasan Fallahgoul, Grégoire Loeper · Annals of Operations Research · 2019 · 28 citations

, , +7

Asset pricing with neural networks: Significance tests

Hasan Fallahgoul, Vincentius Franstianto, Xin Lin · Journal of Econometrics · 2023 · 22 citations · Full text

Modified Gauss quadrature for ill-posed integral transform

S. M. Hashemiparast, Hasan Fallahgoul · International journal of mathematics and computation · 2011 · 17 citations

, , +12

Quantile-Based Inference for Tempered Stable Distributions

Hasan Fallahgoul, David Veredas, Frank J. Fabozzi · Computational Economics · 2017 · 13 citations

Quanto Option Pricing with Lévy Models

Hasan Fallahgoul, Young Shin Kim, Frank J. Fabozzi et al. · Computational Economics · 2018 · 12 citations

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