Generalized convolutions on \(\mathbf R\) with applications to financial modeling
type: Item
instance of: scholarly article
title: Generalized convolutions on \(\mathbf R\) with applications to financial modeling
zbMATH Open document ID: 0991.60005
DOI: 10.1016/S0895-7177(99)00109-0
published in: Mathematical and Computer Modelling
publication date: 2002-05-05T00:00:00Z
Mathematics Subject Classification ID: 60E07
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60A05
zbMATH DE Number: 1737632
zbMATH Keywords: heavy tailed modelling
zbMATH Keywords: mathematical finance
zbMATH Keywords: \(P\)-convolution
zbMATH Keywords: stable law
author: Anna K. Panorska
MaRDI profile type: Publication
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full work available at URL: s0895-7177(99)00109-0
OpenAlex ID: W2002673687
description: scientific article; zbMATH DE number 1737632