Accurate and efficient numerical calculation of stable densities via optimized quadrature and asymptotics
Crossref DOI link: https://doi.org/10.1007/s11222-017-9725-y
Published Online: 2017-01-12
Published Print: 2018-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ament, Sebastian
O’Neil, Michael http://orcid.org/0000-0003-2724-215X
Funding for this research was provided by:
AIG-NYU (A15-0098-001)
License valid from 2017-01-12