Investigation of non-Gaussian effects in the Brazilian option market (Q2150222)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Investigation of non-Gaussian effects in the Brazilian option market |
scientific article |
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Investigation of non-Gaussian effects in the Brazilian option market (English)
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27 June 2022
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option pricing
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non-Gaussian option models
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power law distribution
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exponential distribution
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