Geometric stable distribution

Results: 3



#Item
1Mathematical sciences / Volatility / Log-normal distribution / Geometric Brownian motion / Multifractal system / Normal distribution / Fat-tailed distribution / Skewness / Stable distribution / Mathematical finance / Statistics / Financial economics

The Scale-Invariant Brownian Motion Equation and the Lognormal Cascade in the Stock Market Stephen H.-T. Lihn Piscataway, NJ[removed]removed]

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Source URL: www.skew-lognormal-cascade-distribution.org

Language: English - Date: 2008-12-10 23:55:20
2Stable distribution / Geometric distribution / Lévy process / Characteristic function / Order statistic / Stability / Conditioning / Statistics / Probability theory / Mathematical analysis

Serdica Math. J[removed]), [removed]GEOMETRIC STABLE LAWS THROUGH SERIES

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Source URL: www.math.bas.bg

Language: English - Date: 2009-09-30 05:01:20
3Poisson processes / Fourier analysis / Characteristic function / Normal distribution / Laplace distribution / Geometric stable distribution / Exponential distribution / Convolution / Geometric distribution / Mathematical analysis / Statistics / Probability theory

PDF Document

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Source URL: www.m-hikari.com

Language: English - Date: 2006-07-14 08:37:33
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