Stable distributions and their application in finance

MaRDI QIDQ3516640zbMATHFDO

Authors Dong Wu, Yincai Tang

Publication date 6 August 2008

zbMATH Keywords

kurtosispartiality

Mathematics Subject Classification ID

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

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