Pages that link to "Item:Q5397462"
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The following pages link to Log Student’s<i>t</i>-distribution-based option sensitivities: Greeks for the Gosset formulae (Q5397462):
Displayed 3 items.
- OPTION PRICING WITH HEAVY-TAILED DISTRIBUTIONS OF LOGARITHMIC RETURNS (Q5207496) (← links)
- Some Inferential Problems from Log Student’s T-distribution and its Multivariate Extension (Q5877588) (← links)
- A comparison of the GB2 and skewed generalized log-t distributions with an application in finance (Q6199642) (← links)