Integral and asymptotic representations of geo-stable densities (Q1352361): Difference between revisions

@@ Property / author @@
-Lev B. Klebanov
@@ Property / author: Lev B. Klebanov / rank @@
-Normal rank
@@ Property / author @@
-Nikolai L. Vulchanov
@@ Property / author: Nikolai L. Vulchanov / rank @@
-Normal rank
@@ Property / author @@
-Stefan Mittnik
@@ Property / author: Stefan Mittnik / rank @@
-Normal rank
@@ Property / author @@
-Q191327
@@ Property / author: Q191327 / rank @@
-Normal rank
@@ Property / author @@
+Lev B. Klebanov
@@ Property / author: Lev B. Klebanov / rank @@
+Normal rank
@@ Property / author @@
+Nikolai L. Vulchanov
@@ Property / author: Nikolai L. Vulchanov / rank @@
+Normal rank
@@ Property / author @@
+Stefan Mittnik
@@ Property / author: Stefan Mittnik / rank @@
+Normal rank
@@ Property / author @@
+Svetlozar T. Rachev
@@ Property / author: Svetlozar T. Rachev / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0893-9659(96)00091-2
+Normal rank
@@ Property / OpenAlex ID @@
+W2059028253
@@ Property / OpenAlex ID: W2059028253 / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling asset returns with alternative stable distributions<sup>*</sup>
+Normal rank
@@ Property / cites work @@
+Option pricing for stable and infinitely divisible asset returns
+Normal rank
@@ Property / cites work @@
+Q3269537
@@ Property / cites work: Q3269537 / rank @@
+Normal rank
@@ Property / cites work @@
+Analytic and asymptotic properties of Linnik's probability densities. I
+Normal rank
@@ Property / cites work @@
+A Problem of Zolotarev and Analogs of Infinitely Divisible and Stable Distributions in a Scheme for Summing a Random Number of Random Variables
+Normal rank
@@ Property / cites work @@
+The theory of geometric stable distributions and its use in modeling financial data
+Normal rank
@@ Property / cites work @@
+Q4885509
@@ Property / cites work: Q4885509 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3920436
@@ Property / cites work: Q3920436 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1352361