Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
This is a preview. Log in through your library . Abstract A simple representation of a class of functions of Cauchy variates whose members are also Cauchy variates is given. This leads to a ...
This is a preview. Log in through your library . Abstract The asymptotic distribution as t → ∞ is obtained for the number of jumps of a symmetric Cauchy process across level x up to time t, jointly as ...