Modeling and simulation of financial returns under non-Gaussian distributions (Q6156468)
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scientific article; zbMATH DE number 7695482
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Modeling and simulation of financial returns under non-Gaussian distributions |
scientific article; zbMATH DE number 7695482 |
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Modeling and simulation of financial returns under non-Gaussian distributions (English)
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13 June 2023
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econophysics
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financial returns
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heavy-tailed distributions
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stochastic processes
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Monte Carlo simulations
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option pricing
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