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Discussion of ‘on simulation and properties of the stable law’ by Devroye and James

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Acknowledgments

M.L. Bianchi acknowledges that the views expressed in the discussion are those of the author and do not involve the responsibility of the Bank of Italy.

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Authors and Affiliations

  1. Regulation and Macroprudential Analysis Directorate, Bank of Italy, Rome, Italy

    Michele Leonardo Bianchi

  2. EDHEC Business School, Nice, France

    Frank J. Fabozzi

Authors
  1. Michele Leonardo Bianchi
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  2. Frank J. Fabozzi
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Correspondence to Michele Leonardo Bianchi.

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Bianchi, M.L., Fabozzi, F.J. Discussion of ‘on simulation and properties of the stable law’ by Devroye and James. Stat Methods Appl 23, 353–357 (2014). https://doi.org/10.1007/s10260-014-0266-7

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  • DOI: https://doi.org/10.1007/s10260-014-0266-7

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