Modeling chinese stock returns with stable distribution (Q646126): Difference between revisions

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+https://doi.org/10.1016/j.mcm.2011.03.004
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+W2062062923
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
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@@ Property / cites work @@
+Jump diffusion model with application to the Japanese stock market
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+Multivariate geometric stable distributions in financial applications.
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+Option pricing when underlying stock returns are discontinuous
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+Option pricing bounds in an a α stable security market
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+Option pricing for a logstable asset price model
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+Q3717907
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