Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight

Cites work

scientific article; zbMATH DE number 614990 (Why is no real title available?)
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Stochastic calculus for assets with non-Gaussian price fluctuations
The bounds of heavy-tailed return distributions in evolving complex networks
Boundary Problems for the Fractional and Tempered Fractional Operators
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Sample Path Large Deviations for Order Statistics
Closed-form option pricing for exponential Lévy models: a residue approach
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An investigation on continuous time random walk model for bedload transport
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Tempered Mittag-Leffler stability of tempered fractional dynamical systems
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The correlation dimension of returns with stochastic volatility
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