Multiple subordinated modeling of asset returns: implications for option pricing (Q5861032)
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scientific article; zbMATH DE number 7484556
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multiple subordinated modeling of asset returns: implications for option pricing |
scientific article; zbMATH DE number 7484556 |
Statements
Multiple subordinated modeling of asset returns: Implications for option pricing (English)
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4 March 2022
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behavioral finance
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dynamic asset pricing models
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Lévy-stable distribution
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normal-compound inverse Gaussian distribution
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variance-gamma-gamma distribution
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0.7422047853469849
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0.7379027009010315
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0.7329803705215454
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0.7295604348182678
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