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Stable and Tempered Stable Distributions.

Authors :
Rachev, Svetlozar T.
Kim, Young Shin
Bianchi, Michele Leonardo
Fabozzi, Frank J.
Source :
Financial Models with Lévy Processes & Volatility Clustering; 2011, p57-85, 29p
Publication Year :
2011

Details

Language :
English
ISBNs :
9780470482353
Database :
Complementary Index
Journal :
Financial Models with Lévy Processes & Volatility Clustering
Publication Type :
Book
Accession number :
89825408
Full Text :
https://doi.org/10.1002/9781118268070.ch3