SCOPUS 정보 검색 플랫폼

Volumn 299, Issue 1-2, 2001, Pages 181-187

Free random Lévy variables and financial probabilities

Author keywords

Financial analysis; L vy processes; Random matrix models

Indexed keywords

EIGENVALUES AND EIGENFUNCTIONS; MATRIX ALGEBRA; PROBABILITY; RANDOM PROCESSES;

RANDOM MATRIX MODELS;

FINANCE;

EID: 0035471697 PISSN: 03784371 EISSN: None Source Type: Journal
DOI: 10.1016/S0378-4371(01)00294-1 Document Type: Conference Paper

Times cited : (8)

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16
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- e-print cond-mat/0103108, Free Lévy matrices and Financial Correlations, e-print cond-mat/0103109
- Lévy Matrices and Financial Covariances
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.