Generalized convolutions on \(\mathbf R\) with applications to financial modeling (Q1596881)
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scientific article; zbMATH DE number 1737632
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized convolutions on \(\mathbf R\) with applications to financial modeling |
scientific article; zbMATH DE number 1737632 |
Statements
Generalized convolutions on \(\mathbf R\) with applications to financial modeling (English)
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5 May 2002
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heavy tailed modelling
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mathematical finance
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\(P\)-convolution
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stable law
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