Tsallis statistics and gradually truncated Lévy flight - distribution of an economical index (Q1599007)
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scientific article; zbMATH DE number 1749405
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| English | Tsallis statistics and gradually truncated Lévy flight - distribution of an economical index |
scientific article; zbMATH DE number 1749405 |
Statements
Tsallis statistics and gradually truncated Lévy flight - distribution of an economical index (English)
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4 June 2002
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gradual truncation
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portfolio theory
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critical step size
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0.762550950050354
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0.7577565908432007
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0.7474254369735718
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