On the origins of truncated Lévy flights
From MaRDI portal
Publication:1399052
DOI10.1016/S0375-9601(03)00976-9zbMath1028.60043OpenAlexW2047646659WikidataQ56637087 ScholiaQ56637087MaRDI QIDQ1399052
Raul Matsushita, Sergio Da Silva, Annibal Figueiredo, Iram M. Gléria
Publication date: 10 August 2003
Published in: Physics Letters. A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0375-9601(03)00976-9
Related Items
Bypassing the truncation problem of truncated Lévy flights, Jump diffusion models and the evolution of financial prices, Retrodicting with the truncated Lévy flight
Cites Work
- Generalized entropy approach to stable Lévy distributions with financial application
- Autocorrelation as a source of truncated Lévy flights in foreign exchange rates
- Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
- Statistical-Mechanical Foundation of the Ubiquity of Lévy Distributions in Nature
- Introduction to Econophysics
- Truncated Lévy walks and an emerging market economic index
- Similarities and differences between physics and economics