Local prelimit theorems and their applications to finance

Applied Mathematics Letters

Volumn 13, Issue 5, 2000, Pages 73-78

  Klebanov, L B ^a   Rachev, S T ^b   Safarian, M ^b  

^a SAINT PETERSBURG STATE UNIVERSITY OF ARCHITECTURE AND CIVIL ENGINEERING   (Russian Federation)

^b UNIVERSITY OF KARLSRUHE   (Germany)

Author keywords

Prelimiting behavior of financial returns; Stable and stable laws

Indexed keywords

EID: 14244269319     PISSN: 08939659     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0893-9659(00)00036-7     Document Type: Article

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