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Lévy flight approximations for scaled transformations of random walks - MaRDI portal

Lévy flight approximations for scaled transformations of random walks (Q1020740)

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scientific article; zbMATH DE number 5560112
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English
Lévy flight approximations for scaled transformations of random walks
scientific article; zbMATH DE number 5560112

    Statements

    Lévy flight approximations for scaled transformations of random walks (English)
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    2 June 2009
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    Lévy flights
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    stability index
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    Hill's estimate
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    foreign exchange rates
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