scientific article; zbMATH DE number 549090

MaRDI QIDQ4286901zbMATHFDO

Authors Gennady Samorodnitsky, Svetlozar T. Rachev

Publication date 3 January 1995

zbMATH Keywords

non-normality of the price changesoption price formulae

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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