Article

Asymptotic properties of symmetric stable distributions with small index

A. V. NagaevN. Copernicus University of Torun, Torun, PolandS.M. Shkol'nikDepartment of Applied Mathematics, Tashkent Motor-Highway Institute, Proletarskaya 20, 700047, Tashkent, Uzbekistan

Journal of Mathematical Sciencesjournal1995en

ABI

Abstract

No abstract available.

Topics

Stochastic processes and financial applications Financial Risk and Volatility Modeling Statistical Mechanics and Entropy

Identifiers

DOI: 10.1007/bf02362701

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