Non-Gaussian distribution for stock returns and related stochastic differential equation (Q1000402)
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scientific article; zbMATH DE number 5503445
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| English | Non-Gaussian distribution for stock returns and related stochastic differential equation |
scientific article; zbMATH DE number 5503445 |
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Non-Gaussian distribution for stock returns and related stochastic differential equation (English)
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6 February 2009
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type VII and IV family of Pearson system
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local linearization method
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risk management
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0.89473575
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0.8883327
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0.87416494
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0.87308985
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0.8711024
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0.8674916
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0.8673048
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0.8647478
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