Type G and spherical distributions on
AbstractA class of multivariate distributions obtained by Gaussian randomizations of jumps of a Lévy process is studied. Specifically, exact convenient representations of type G distributions, given that they are of spherical type, are demonstrated. The methodology reveals new ways in extracting families of distributions that may help in understanding various applications that arise in finance. Applications from explicit distributions are also confirmed.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 72 (2005)
Issue (Month): 1 (April)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Jules Sadefo Kamdem, 2011. "Integral Transforms With The Homotopy Perturbation Method And Some Applications," Working Papers hal-00580023, HAL.
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