Option pricing for stable and infinitely divisible asset returns (Q1596868)
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scientific article; zbMATH DE number 1737623
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option pricing for stable and infinitely divisible asset returns |
scientific article; zbMATH DE number 1737623 |
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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0.9010111
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0.8964432
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0.8941501
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0.89304936
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0.8917048
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0.89013255
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