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Physica A: Statistical Mechanics and its Applications

Volumn 299, Issue 1-2, 2001, Pages 154-160

Truncated Lévy process with scale-invariant behavior

(4) Ivanov, Plamen Ch a,b Podobnik, Boris a,c Lee, Youngki a Stanley, H Eugene a

a Boston University (United States)

b BETH ISRAEL DEACONESS MEDICAL CENTER (United States)

c UNIVERSITY OF ZAGREB (Croatia)

Author keywords

Econophysics; L vy flights; Stochastic processes

Indexed keywords

DATA REDUCTION; FINANCE; PROBABILITY DENSITY FUNCTION;

SCALE-INVARIANT TRUNCATED LEVY (STL) PROCESSES;

RANDOM PROCESSES;

EID: 0035471688 PISSN: 03784371 EISSN: None Source Type: Journal
DOI: 10.1016/S0378-4371(01)00290-4 Document Type: Conference Paper

Times cited : (24)

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