Title of article :
Generalized convolutions on R with applications to financial modeling
Author/Authors :
Panorska، نويسنده , , A.K.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
Pages :
12
From page :
263
To page :
274
Abstract :
We present the theory and applications for generalized convolutions on the real line. We discuss generalized stable distributions and their use in modeling financial assets returns.
Keywords :
Heavy tailed modelling , Mathematical finance , P-convolution , Stable law
Journal title :
Mathematical and Computer Modelling
Serial Year :
1999
Journal title :
Mathematical and Computer Modelling
Record number :
1591432
Link To Document :
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