Pogány, Tibor K.; Nadarajah, Saralees Remarks on the stable \(S_{\alpha}(\beta, \gamma, \mu)\) distribution. (English) Zbl 1319.60030 Methodol. Comput. Appl. Probab. 17, No. 2, 515-524 (2015). MSC: 60E10 33C60 62G32 × Cite Format Result Cite Review PDF Full Text: DOI
Schröder, Michael Discrete-time approximation of functionals in models of Ornstein-Uhlenbeck type, with applications to finance. (English) Zbl 1339.60117 Methodol. Comput. Appl. Probab. 17, No. 2, 285-313 (2015). MSC: 60J60 60G51 60H30 60H10 60G10 65C99 91G20 91G80 91G60 33C45 33F05 × Cite Format Result Cite Review PDF Full Text: DOI