Option pricing for stable and infinitely divisible asset returns (Q1596868): Difference between revisions
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Latest revision as of 09:43, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing for stable and infinitely divisible asset returns |
scientific article |
Statements
Option pricing for stable and infinitely divisible asset returns (English)
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5 May 2002
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asset returns
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option pricing
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volatility
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fat-tailed distribution
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Black-Scholes option pricing model
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