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
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
Journal title :
Mathematical and Computer Modelling