Title of article
Integral and asymptotic representations of geo-stable densities Original Research Article
Author/Authors
L.B. Klebanov، نويسنده , , J.A. Melamed، نويسنده , , S. Mittnik، نويسنده , , S.T. Rachev، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
4
From page
37
To page
40
Abstract
The fact that geo-stable distributions do not have an explicit representation causes severe difficulties in empirical work. Here, we provide representations for geometric-stable probability densities in terms of fast converging integrals.
Keywords
Geometric stable distribution , probability density function , characteristic function , Asymptotic expansion , Financial modeling
Journal title
Applied Mathematics Letters
Serial Year
1996
Journal title
Applied Mathematics Letters
Record number
896443
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