Drissi, R. (2026). Lévy-Flow Models: Heavy-Tail-Aware Normalizing Flows for Financial Risk Management.
Cita Chicago Style (17a ed.)Drissi, Rachid. Lévy-Flow Models: Heavy-Tail-Aware Normalizing Flows for Financial Risk Management. 2026.
Cita MLA (9a ed.)Drissi, Rachid. Lévy-Flow Models: Heavy-Tail-Aware Normalizing Flows for Financial Risk Management. 2026.
Precaución: Estas citas no son 100% exactas.