39 citations · 39 across the 2 of their papers we have counts for
2 papers
q-fin.MF2025
Modeling Stock Return Distributions and Pricing Options
Xinxin Jiang
This paper provides evidence that stock returns, after truncation, might be modeled by a special type of continuous mixtures or normals, so-called -Gaussians. Negative binomial…
math.PR2009★ 39 cited
On q-Gaussians and Exchangeability
Marjorie G. Hahn, Xinxin Jiang, Sabir Umarov
The q-Gaussians are discussed from the point of view of variance mixtures of normals and exchangeability. For each q< 3, there is a q-Gaussian distribution that maximizes the Tsall…