Generalized convolutions on R with applications to financial modeling

Authors
Panorska, AK
Citation
Ak. Panorska, Generalized convolutions on R with applications to financial modeling, MATH COMP M, 29(10-12), 1999, pp. 263-274
Citations number
22
Categorie Soggetti
Engineering Mathematics
Journal title
MATHEMATICAL AND COMPUTER MODELLING
ISSN journal
08957177 → ACNP
Volume
29
Issue
10-12
Year of publication
1999
Pages
263 - 274
Database
ISI
SICI code
0895-7177(199905/06)29:10-12<263:GCORWA>2.0.ZU;2-R
Abstract
We present the theory and applications for generalized convolutions on the real line. We discuss generalized stable distributions and their use in mod eling financial assets returns. (C) 1999 Elsevier Science Ltd. All rights r eserved.