Méthodes d’estimation d’une distribution alpha-stable
Loading...
Date
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract
Levy’s stablelawsareaclassoflawswidelyusedinactuarialandfinancialscience.Theyare
defined byfourparameters.Thereareanumberofmethodsforestimatingthem.Thispaperwill
developsomeoftheseapproaches