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most citedA new look at the Heston characteristic function

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math.ST2013

Maxima of Weibull-like distributions and the Lambert W function

Armengol Gasull, José A. López-Salcedo, Frederic Utzet

The Weibull--like distributions form a large class of probability distributions that belong to the domain of attraction for the maxima of the Gumbel law. Besides the Weibull distri…