标题： 关于在金融建模中使用稳定分布的一些反对意见 显示英文标题

标题： Some Contra-Arguments for the Use of Stable Distributions in Financial Modeling

摘要： 本文中，我们讨论了在金融建模中使用帕累托-列维分布的反论证。结果表明，这类概率分布未能提供真实数据中观察到的足够数量的异常值。此类模型与重尾分布的经典极限定理之间的联系也值得怀疑。给出了替代建模的想法。 显示英文摘要

摘要： In the present paper, we discuss contra-arguments concerning the use of Pareto-Lev\'y distributions for modeling in Finance. It appears that such probability laws do not provide sufficient number of outliers observed in real data. Connection with the classical limit theorem for heavy-tailed distributions with such type of models is also questionable. The idea of alternative modeling is given.