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Financial modeling with heavy-tailed stable distributions - MaRDI portal

Financial modeling with heavy-tailed stable distributions (Q6604383)

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scientific article; zbMATH DE number 7912707
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English
Financial modeling with heavy-tailed stable distributions
scientific article; zbMATH DE number 7912707

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    Financial modeling with heavy-tailed stable distributions (English)
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    12 September 2024
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    stable distribution
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    heavy-tailed models
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    financial mathematics
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    robust methods
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