Article,

Numerical calculation of stable densities and distribution functions

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Comm. Statist. Stochastic Models, 13 (4): 759--774 (1997)
DOI: 10.1080/15326349708807450

Abstract

Summary: "Computational formulas are given for stable densities and distribution functions in Zolotarev's (M) parameterization. These formulas are used in a software package called STABLE to calculate general stable densities, distribution functions and quantiles.''

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