ePrints

Moment Properties of Probability Distributions Used in Stochastic Financial Models

Lookup NU author(s): Dr Jordan Stoyanov

Downloads

• Accepted version [.pdf]

Licence

This is the authors' accepted manuscript of a book chapter that has been published in its final definitive form by World Scientific, Singapore, 2016.

For re-use rights please refer to the publisher's terms and conditions.

Abstract

We give a complete description of almost all known results and present some new results and illustrations. It is shown how important the moment determinacy is for any distribution involved in stochastic financial models.

Publication metadata

Author(s): Stoyanov J

Publication type: Book Chapter

Publication status: Published

Book Title: Recent Advances in Financial Engineering - Proceedings of the TMU Finance Workshop 2014

Year: 2016

Pages: 1-27

Print publication date: 01/04/2016

Acceptance date: 01/11/2015

Publisher: World Scientific, Singapore

URL: https://doi.org/10.1142/9789814730778_0001

DOI: 10.1142/9789814730778_0001

Library holdings: Search Newcastle University Library for this item

ISBN: 9789814730785

Share