q-Gaussian distributions of leverage returns, first stopping times, and default risk valuations

✍ Scribed by Katz, Yuri A.; Tian, Li

• Book ID: 122433926
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 676 KB
• Volume: 392
• Category: Article
• ISSN: 0378-4371
• DOI: 10.1016/j.physa.2013.06.035