Practical computing for finite moment log-stable distributions to model financial risk (Q5963822)

From MaRDI portal
scientific article; zbMATH DE number 6544590
Language Label Description Also known as
English
Practical computing for finite moment log-stable distributions to model financial risk
scientific article; zbMATH DE number 6544590

    Statements

    Practical computing for finite moment log-stable distributions to model financial risk (English)
    0 references
    0 references
    23 February 2016
    0 references
    stable distributions
    0 references
    interpolation
    0 references
    computation
    0 references
    option pricing
    0 references
    hedging of risk
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references