On a generalization of stable distributions

JOURNAL ARTICLE published 31 October 1995 in Russian Mathematical Surveys

Authors: L B Klebanov

Discrete Stable and Casual Stable Random Variables*

JOURNAL ARTICLE published October 2016 in Journal of Mathematical Sciences

Authors: L. B. Klebanov | L. Slamova

Financial Models in Discrete Time

OTHER published 20 July 2012 in Financial Statistics and Mathematical Finance

Modeling and simulation studies for some truncated discrete distributions generated by stable densities

JOURNAL ARTICLE published June 2022 in Mathematical Sciences

Authors: Davood Farbod

Fitting Financial Returns Distributions: A Mixture Normality Approach

BOOK CHAPTER published 2014 in Mathematical and Statistical Methods for Actuarial Sciences and Finance

Authors: Riccardo Bramante | Diego Zappa

Limit Theory for Discrete‐Time Processes

OTHER published 20 July 2012 in Financial Statistics and Mathematical Finance

Increasing returns to scale and financial fragility

JOURNAL ARTICLE published April 2024 in Journal of Mathematical Economics

Authors: Jiahong Gao | Robert R. Reed

Fiscally stable income distributions under majority voting, Lorenz curves and bargaining sets

BOOK CHAPTER published in Advances in Mathematical Economics

Authors: Jean-Michel Grandmont

Copula-based measurement of interdependence for discrete distributions

JOURNAL ARTICLE published December 2018 in Journal of Mathematical Economics

Research funded by National Science Centre in Poland (2011/01/N/HS4/01207)

Authors: Martyna Kobus | Radosław Kurek

Mathematical methods for modeling of antenna systems located in limited space areas

PROCEEDINGS ARTICLE published August 2012 in 2012 International Conference on Mathematical Methods in Electromagnetic Theory

Authors: M.A. Buzova | D.V. Filippov

2012 International Conference on Mathematical Methods in Electromagnetic Theory [Front cover]

PROCEEDINGS ARTICLE published August 2012 in 2012 International Conference on Mathematical Methods in Electromagnetic Theory

Modeling financial asset returns with shot noise processes

JOURNAL ARTICLE published May 1999 in Mathematical and Computer Modelling

Authors: G. Chobanov

Multivariate geometric stable distributions in financial applications

JOURNAL ARTICLE published May 1999 in Mathematical and Computer Modelling

Authors: T.J. Kozubowski | A.K. Panorska

On the modeling of size distributions when technologies are complex

JOURNAL ARTICLE published October 2015 in Journal of Mathematical Economics

Authors: Jakub Growiec

Decomposition peculiarities at the modeling microwave devices with discrete spatial spectra

PROCEEDINGS ARTICLE published in MMET '96. VIth International Conference on Mathematical Methods in Electromagnetic Theory. Proceedings

Authors: V. Tkachenko

Some inequalities between measures of multivariate kurtosis, with application to financial returns

BOOK CHAPTER published 2012 in Mathematical and Statistical Methods for Actuarial Sciences and Finance

Authors: Cinzia Franceschini | Nicola Loperfido

Arbitrage concepts under trading restrictions in discrete-time financial markets

JOURNAL ARTICLE published January 2021 in Journal of Mathematical Economics

Authors: Claudio Fontana | Wolfgang J. Runggaldier

On Inequalities Involving Moments Of Discrete Uniform Distributions

JOURNAL ARTICLE published 2 July 2012 in MATHEMATICAL JOURNAL OF INTERDISCIPLINARY SCIENCES

Authors: S R. Sharma | R. Sharma

Linear optical modeling of microcavity laser modes: Thresholds, frequencies, directivities

PROCEEDINGS ARTICLE published August 2012 in 2012 International Conference on Mathematical Methods in Electromagnetic Theory

Authors: Elena I. Smotrova

A stochastic model of radiation carcinogenesis: latent time distributions and their properties

JOURNAL ARTICLE published January 1993 in Mathematical Biosciences

Authors: Lev B. Klebanov | Svetlozar T. Rachev | Andrej Yu. Yakovlev