Conformal accelerations method and efficient evaluation of stable distributions (Q2023071): Difference between revisions

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+Accurate and efficient numerical calculation of stable densities via optimized quadrature and asymptotics
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+EFFICIENT LAPLACE INVERSION, WIENER-HOPF FACTORIZATION AND PRICING LOOKBACKS
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+SINH-ACCELERATION: EFFICIENT EVALUATION OF PROBABILITY DISTRIBUTIONS, OPTION PRICING, AND MONTE CARLO SIMULATIONS
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+Modelling with mixture of symmetric stable distributions using Gibbs sampling
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+Modeling asset returns with alternative stable distributions<sup>*</sup>
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+Numerical calculation of stable densities and distribution functions
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+Parameterizations and modes of stable distributions
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+On the Chambers-Mallows-Stuck method for simulating skewed stable random variables
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