Parallelization of the α‐stable modelling algorithms
Stable distributions have a wide sphere of application: probability theory, physics, electronics, economics, sociology. Particularly important role they play in financial mathematics, since the classical models of financial market, which are based on the hypothesis of the normality, often become in...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2007-12-01
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| Series: | Mathematical Modelling and Analysis |
| Subjects: | |
| Online Access: | https://journals.vgtu.lt/index.php/MMA/article/view/7139 |