Option pricing for stable and infinitely divisible asset returns (Q1596868)
From MaRDI portal
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)
0 references
5 May 2002
0 references
asset returns
0 references
option pricing
0 references
volatility
0 references
fat-tailed distribution
0 references
Black-Scholes option pricing model
0 references
0 references
