Yuguang F. Ipsen
- Convergence to stable limits for ratios of trimmed Levy processes and their jumps
2017/08/25 by Yuguang Ipsen, Yuguang F. Ipsen, Péter Kevei +6 · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #Bayesian Methods and Mixture Models #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR