A FFT-based approximation of tempered stable and tempered infinitely divisible distributions
نویسنده
چکیده
Svetlozar T. Rachev∗ Chair-Professor, Chair of Statistics, Econometrics and Mathematical Finance, School of Economics and Business Engineering, University of Karlsruhe and KIT, and Department of Statistics and Applied Probability, University of California, Santa Barbara, and Chief-Scientist, FinAnalytica INC Kollegium am Schloss, Bau II, 20.12, R210, Postfach 6980, D-76128, Karlsruhe, Germany Tel.: +49(0721)608 7535 Fax.: +49(0721)608 3811 E-mail: [email protected]
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