Computing the probability density function of the stable Paretian distribution (Q699429)

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Computing the probability density function of the stable Paretian distribution
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    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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