Generalized entropy approach to stable Lévy distributions with financial application (Q1855539)

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Generalized entropy approach to stable Lévy distributions with financial application
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    title
    Generalized entropy approach to stable Lévy distributions with financial application (English)
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    author
    Ikuo Matsuba
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    Hiroshi Takahashi
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    published in
    Physica A
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    publication date
    5 February 2003
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    Mathematics Subject Classification ID
    60G52
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    82B03
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    91B28
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    zbMATH DE Number
    1864908
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    zbMATH Keywords
    Tsallis entropy
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    scaling index
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    Hurst exponent
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