Normal Modified Stable Processes.
<p>This paper discusses two classes of distributions, and stochastic processes derived from them: modified stable (<em>MS</em>) laws and normal modified stable (<em>NMS</em>) laws. This extends corresponding results for the genera...
| Main Authors: | , |
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| Format: | Working paper |
| Language: | English |
| Published: |
Department of Economics (University of Oxford)
2001
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| Subjects: |