Computing the probability density function of the stable Paretian distribution (Q699429)
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scientific article; zbMATH DE number 1804180
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| English | Computing the probability density function of the stable Paretian distribution |
scientific article; zbMATH DE number 1804180 |
Statements
Computing the probability density function of the stable Paretian distribution (English)
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6 October 2002
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density approximation
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heavy-tailed data
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fast Fourier transform
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financial modeling
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stable Paretian model
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0.8246135115623474
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0.7864224910736084
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0.7744507193565369
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0.773356020450592
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0.7717452049255371
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