论文信息 - Numerical calculation of stable densities and distribution functions: Heavy tails and highly volatil

Numerical calculation of stable densities and distribution functions: Heavy tails and highly volatil

Computational formulas are given for stable densities and distribution functions in Zolotarev'(M) parameterization. These formulas are used in a software package called STABLE to calculate general stable densities, distribution functions and quantiles

J. L. Nolan | James L. Jr. Nolan

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