scientific article; zbMATH DE number 549090

zbMATH Open0803.90013MaRDI QIDQ4286901FDOQ4286901

Authors: Gennady Samorodnitsky, Svetlozar T. Rachev 

Publication date: 3 January 1995

Title of this publication is not available (Why is that?)

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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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