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Cumulant approach of arbitrary truncated Levy flight

  • Published:2010-12 Issue:24 Volume:389 Page:5794-5800
  • ISSN:0378-4371
  • Container-title:Physica A: Statistical Mechanics and its Applications
  • language:en
  • Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Vinogradov Dmitry V.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference22 articles.

1. Elements of the Random Walk: An Introduction for Advanced Students and Researchers;Rudnick,2004

2. Brownian Motion: Fluctuations, Dynamics and Applications;Mazo,2002

3. Fundamentals of Levy flight processes;Chechkin;Advances in Chemical Physics,2006

4. An Introduction to Econophysics: Correlations and Complexity in Finance;Mantegna,2000

5. Theory of Financial Risk and Derivative Pricing;Bouchaud,2000

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