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Lévy alpha-stable distribution and modelling of stock prices.

Since Mandelbrot, Fama and others have performed seminal work on the topic, it has been suspected that stock price fluctuations can be more appropriately modeled using Lévy alpha-stable distrbutions ...

asked Feb 1 '11 at 19:07

Raskolnikov
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Lévy alpha-stable distribution and modelling of stock prices.

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