On option pricing models in the presence of heavy tails (Q5433102)
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scientific article; zbMATH DE number 5221745
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| English | On option pricing models in the presence of heavy tails |
scientific article; zbMATH DE number 5221745 |
Statements
On option pricing models in the presence of heavy tails (English)
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19 December 2007
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contingent claim pricing
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heavy-tailed distributions
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stochastic volatility
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0.9191004
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0.90849334
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0.8957646
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0.89428097
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0.8932415
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