On the increment distributions of stock prices

DOI10.1007/S11766-001-0071-6zbMath0987.91037OpenAlexW2070476412MaRDI QIDQ5952874

V. Yu. Korolev, Vladimir Bening, Xuanmin Zhao

Publication date: 9 April 2002

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-001-0071-6

zbMATH Keywords

mixing distributionCox processincrement distribution of stock prices

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Microeconomic theory (price theory and economic markets) (91B24)

Cites Work

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• Lower Bounds for the Tails of Distributions of Cubic Forms of Normally Distributed Random Variables

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