The Quotient of Normal Random Variables And Application to Asset Price Fat Tails
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Publication:6297713
DOI10.1016/J.PHYSA.2018.02.077zbMath1514.60020arXiv1802.04778MaRDI QIDQ6297713
Carey Caginalp, Gunduz Caginalp
Publication date: 13 February 2018
Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Interest rates, asset pricing, etc. (stochastic models) (91G30)
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