scientific article; zbMATH DE number 549090

zbMATH Open0803.90013MaRDI QIDQ4286901FDOQ4286901

Svetlozar T. Rachev, Gennady Samorodnitsky

Publication date: 3 January 1995

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

zbMATH Keywords

non-normality of the price changesoption price formulae

Mathematics Subject Classification ID

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

Cited In (7)

• Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence
• Stable distributions and the term structure of interest rates
• Discrete time parametric models with long memory and infinite variance
• Option pricing: the reduced-form SDE model
• Maximum likelihood estimation of stable Paretian models.
• Trading volume in models of financial derivatives
• Title not available (Why is that?)

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