scientific article; zbMATH DE number 5010400

zbMATH Open1126.91376MaRDI QIDQ3374069FDOQ3374069

Authors Stoyan V. Stoyanov, Borjana Racheva-Jotova

Publication date 9 March 2006

zbMATH Keywords

probability density functionscumulative distribution functions\(\alpha\)-stable laws

Mathematics Subject Classification ID

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(17)

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• Discussion of `On simulation and properties of the stable law' by Devroye and James
• Riding with the four horsemen and the multivariate normal tempered stable model
• Multi-modal tempered stable distributions and prosses with applications to finance
• Alpha-stable paradigm in financial markets
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Describes a project that uses

Uses Software

• STABLE

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