Computing the probability density function of the stable Paretian distribution (Q699429)
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scientific article; zbMATH DE number 1804180
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing the probability density function of the stable Paretian distribution |
scientific article; zbMATH DE number 1804180 |
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Computing the probability density function of the stable Paretian distribution (English)
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6 October 2002
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density approximation
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heavy-tailed data
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fast Fourier transform
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financial modeling
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stable Paretian model
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