Free random Lévy variables and financial probabilities (Q5947878)

From MaRDI portal
scientific article; zbMATH DE number 1666244
Language Label Description Also known as
English
Free random Lévy variables and financial probabilities
scientific article; zbMATH DE number 1666244

    Statements

    Free random Lévy variables and financial probabilities (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    23 October 2001
    0 references
    0 references
    large random matrices
    0 references
    spectral Levy disorder
    0 references
    financial covariance matrix
    0 references
    0 references
    0 references
    0 references