The Spectral Lognormal Distribution, The Distribution of Portfolio Value

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Authors: Tamás Nagy
Cited by: 0

Fields of Study & Subjects

Stochastic processes and financial applications Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
3 March 2026
Language
EN
Document type
Preprint