Related Books
Language: en
Pages:
Pages:
Type: BOOK - Published: 2010 - Publisher:
Tempered stable random variables have a LePage like series representation, which was first introduced by Rosi¶nski. In this dissertation, we study the accuracy
Language: en
Pages: 254
Pages: 254
Type: BOOK - Published: 2008 - Publisher:
Language: en
Pages: 316
Pages: 316
Type: BOOK - Published: 2011-02-08 - Publisher: John Wiley & Sons
An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management In Financial Models with Lévy Pro
Language: en
Pages: 176
Pages: 176
Type: BOOK - Published: 2011 - Publisher:
It has been observed that data often appears to be well approximated by infinite variance stable distributions in some central region, but the tails of the dist
Language: en
Pages: 298
Pages: 298
Type: BOOK - Published: 1986-06-30 - Publisher: American Mathematical Soc.
This is the first book specifically devoted to a systematic exposition of the essential facts known about the properties of stable distributions. In addition to