Computing the probability density function of the stable Paretian distribution

The Behavior of Stock-Market Prices

Eugene F. Fama · The Journal of Business · 1965 · 8.7K citations

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Benoît B. Mandelbrot · The Journal of Business · 1963 · 4.7K citations

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Benoît B. Mandelbrot, Howard M. Taylor · Operations Research · 1967 · 536 citations

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Tables and graphs of the stable probability density functions

Donald R. Holt, Edwin L. Crow · Journal of Research of the National Bureau of Standards Section B Mathematical Sciences · 1973 · 108 citations · Full text

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John P. Nolan · Mathematical and Computer Modelling · 1999 · 60 citations · Full text

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