1
Stable Distributions
1.1
Introduction
1.2
Definitions and Basic Characteristic
1.3
Simulation of
-stable Variables
1.4
Estimation of Parameters
1.4.1
Tail Exponent Estimation
1.4.2
Quantile Estimation
1.4.3
Characteristic Function Approaches
1.4.4
Maximum Likelihood Method
1.5
Financial Applications of Stable Laws
Bibliography