Linnik Lévy process and some extensions
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DOI: 10.1016/j.physa.2019.121539
Abstract: Abstract In the literature, the Linnik, Mittag-Leffler, Laplace and asymmetric Laplace distributions are the most known examples of geometric stable distributions. The geometric stable distributions are especially useful in the modeling of leptokurtic data with… read more here.
Keywords: finance; process; linnik process; process extensions ... See more keywords