Practical computing for finite moment log-stable distributions to model financial risk (Q5963822)
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scientific article; zbMATH DE number 6544590
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| English | Practical computing for finite moment log-stable distributions to model financial risk |
scientific article; zbMATH DE number 6544590 |
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Practical computing for finite moment log-stable distributions to model financial risk (English)
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23 February 2016
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stable distributions
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interpolation
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computation
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option pricing
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hedging of risk
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0.7927965521812439
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0.7926279902458191
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0.7925954461097717
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