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Help wanted with Normal Inverse Gaussian Distn.

Posted: March 10th, 2003, 2:14 am
by victorzhu
I want to creat a model to study the stock, the distrubution I need it NIG, but seems not many papers give out the exact p.d.f.I will be very thankful if anybody can tell me this, thanks a lot.

Help wanted with Normal Inverse Gaussian Distn.

Posted: March 10th, 2003, 4:50 am
by cmerrill
Victor, this approximation might help you.