Stable distributions and their application in finance

zbMATH Open1150.62456MaRDI QIDQ3516640FDOQ3516640

Yincai Tang, Dong Wu

Publication date: 6 August 2008

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zbMATH Keywords

kurtosispartiality

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (5)

• Classification rules for stable distributions
• Generalized entropy approach to stable Lévy distributions with financial application
• Hyperbolic distributions in finance
• The theory of geometric stable distributions and its use in modeling financial data
• Title not available (Why is that?)

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