Pages that link to "Item:Q1596868"
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The following pages link to Option pricing for stable and infinitely divisible asset returns (Q1596868):
Displayed 7 items.
- Stable distributions and the term structure of interest rates (Q699420) (← links)
- The theory of geometric stable distributions and its use in modeling financial data (Q1330574) (← links)
- Integral and asymptotic representations of geo-stable densities (Q1352361) (← links)
- New characterization of Marshall-Olkin-type distributions via bivariate random summation scheme (Q1380645) (← links)
- Option pricing for stable and infinitely divisible asset returns (Q1596868) (← links)
- A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) (← links)
- Maximum likelihood estimation of stable Paretian models. (Q1596882) (← links)