A method for generating n random values, sampled from a Levy alpha stable distribution. It is useful for Levy adjusted random walks and financial risk modelling.
-
Updated
Apr 22, 2023 - C
#
stable-distribution
Here is 1 public repository matching this topic...
Improve this page
Add a description, image, and links to the stable-distribution topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the stable-distribution topic, visit your repo's landing page and select "manage topics."