q-Gaussian distributions of leverage returns, first stopping times, and default risk valuations
Year of publication: |
2013
|
---|---|
Authors: | Katz, Yuri A. ; Tian, Li |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 392.2013, 20, p. 4989-4996
|
Publisher: |
Elsevier |
Subject: | Default risk | q-Gaussian distribution | First stopping time |
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