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
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
Journal title :
Applied Mathematics Letters
