Free random Lévy variables and financial probabilities (Q5947878)
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scientific article; zbMATH DE number 1666244
Language | Label | Description | Also known as |
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English | Free random Lévy variables and financial probabilities |
scientific article; zbMATH DE number 1666244 |
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Free random Lévy variables and financial probabilities (English)
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23 October 2001
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large random matrices
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spectral Levy disorder
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financial covariance matrix
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