Stochastic Models with Power-Law Tails

By Dariusz Buraczewski, Ewa Damek, Thomas Mikosch. 2016

190 citations recorded by the source corpus.

Subfields: Finance, Geometry and Topology, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/593bee6b04d77476cf0117a585f9000dfce79f25