Funder
Brazilian Research Council (CNPq)
Subject
Applied Mathematics,Computational Mathematics
Reference13 articles.
1. The Pareto–Levy law and the distribution of income;Mandelbrot;Int. Econ. Rev.,1960
2. The variation of certain speculative prices;Mandelbrot;J. Bus.,1963
3. The behavior of stock prices;Fama;J. Business,1965
4. Some properties of symmetric stable distributions;Fama;J. Amer. Statist. Assoc.,1968
5. The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach;Rachev;J. Econom. Dynam. Control,2003