12 citations · 17 across the 8 of their papers we have counts for
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math.PR2015
On a characterization of infinitely divisible distributions with Gaussian component
Lev B. Klebanov, Irina V. Volchenkova, Ashot V. Kakosyan
We give a necessary and sufficient condition for symmetric infinitely divisible distribution to have Gaussian component. The result can be applied to approximation the distribution…
math.PR2015★ 12 cited
Heavy Tailed Distributions in Finance: Reality or Myth? Amateurs Viewpoint
Lev B Klebanov, Irina V Volchenkova
The purpose of this paper is to show that the use of heavy-tailed distributions in Financial problems is theoretically baseless and can lead to significant misunderstandings. The r…