Computation of the L-stable distributions

Benoit B. Mandelbrot
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Benoit B. Mandelbrot: Yale University, Mathematics Department

Chapter E18 in Fractals and Scaling in Finance, 1997, pp 466-469 from Springer

Abstract: Abstract The first tables, M & Zarnfaller 1959, were quite difficult to compute, and the resulting figures were drawn by hand. Today, several dependable programs are available. This brief and casual chapter is neither a systematic discussion nor a full bibliography, only a collection of hopefully useful odds and ends that are close at hand.

Keywords: Readable Form; Systematic Discussion; Worth Publishing; Dependable Program; Clear Success (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1007/978-1-4757-2763-0_18

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