• 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
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1591432