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Integral and asymptotic representations of geo-stable densities - MaRDI portal

Integral and asymptotic representations of geo-stable densities (Q1352361)

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scientific article; zbMATH DE number 978089
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Integral and asymptotic representations of geo-stable densities
scientific article; zbMATH DE number 978089

    Statements

    Integral and asymptotic representations of geo-stable densities (English)
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    20 July 1997
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    geometric stable distribution
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    probability density function
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    characteristic function
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    asymptotic expansion
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    financial modeling
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