OPTION PRICING WITH HEAVY-TAILED DISTRIBUTIONS OF LOGARITHMIC RETURNS (Q5207496)
From MaRDI portal
scientific article; zbMATH DE number 7147026
Language | Label | Description | Also known as |
---|---|---|---|
English | OPTION PRICING WITH HEAVY-TAILED DISTRIBUTIONS OF LOGARITHMIC RETURNS |
scientific article; zbMATH DE number 7147026 |
Statements
OPTION PRICING WITH HEAVY-TAILED DISTRIBUTIONS OF LOGARITHMIC RETURNS (English)
0 references
2 January 2020
0 references
asset pricing
0 references
option pricing
0 references
heavy-tailed distributions
0 references
truncated distributions
0 references
0 references
0 references
0 references