Financial modeling under non-Gaussian distributions.

zbMath1138.91002MaRDI QIDQ855067

Michael Rockinger, Eric Jondeau, Ser-Huang Poon

Publication date: 27 December 2006

Published in: Springer Finance (Search for Journal in Brave)

zbMATH Keywords

option pricingrisk neutral densitiesrisk managementGARCH modelBlack-Scholes-Merton modelderivative assetnon-normal returns

Mathematics Subject Classification ID

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