stable density function calculation - Quant版

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Quant版 - stable density function calculation

相关主题
● calculate stable densities	● [合集] 概率题求助
● numerical integration for stable density function	● E[X\|X>0]
● stable density function calculation	● 请问在R 或者 matlab 里怎么计算两个probability density 的covolution？
● stable density calculation	● 请教一道简单条件概率问题
● 一道概率题目 (转载)	● A recent interview question from a top bank
● [合集] a question on joint density function	● 一个很简单的面试问题
● 求解蒙特卡洛方法的题目 2 (转载)	● Double Barrier的ending value density
● [合集] 两个面试题(probability)	● 一个高难度的随机概率问题关于Barrier

相关话题的讨论汇总
话题: density话题: stable话题: zero话题: functions

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a***m
发帖数: 74

Hello,
I am wondering if anyone have experience with Nolan1997 paper" Numerical
calculation of stable densities and distribution functions" formula to
calculate stable density functions?
I have some problems with the results for non-zero beta (skewness parameter)
. For zero beta, my limiting cases agree with Normal and Cauchy density
functions, though when x is around +-6, there are some jumps in the results.
For non-zero beta, my results don't make sense when x is around zero.
Any experience or

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相关主题
● 一个高难度的随机概率问题关于Barrier	● 一道概率题目 (转载)
● 问个老题 E(sin Wt)	● [合集] a question on joint density function
● 一道面试题，问实际操作中要如何找……	● 求解蒙特卡洛方法的题目 2 (转载)
● Implied Risk Neutral Density	● [合集] 两个面试题(probability)
● calculate stable densities	● [合集] 概率题求助
● numerical integration for stable density function	● E[X\|X>0]
● stable density function calculation	● 请问在R 或者 matlab 里怎么计算两个probability density 的covolution？
● stable density calculation	● 请教一道简单条件概率问题

相关话题的讨论汇总
话题: density话题: stable话题: zero话题: functions

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