Pages that link to "Item:Q5433102"
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The following pages link to On option pricing models in the presence of heavy tails (Q5433102):
Displaying 7 items.
- Deformed exponentials and applications to finance (Q280540) (← links)
- Exploring the dynamics of financial markets: from stock prices to strategy returns (Q508286) (← links)
- Option pricing under deformed Gaussian distributions (Q1619162) (← links)
- Pricing of financial derivatives based on the Tsallis statistical theory (Q2128263) (← links)
- Portfolio theory, information theory and Tsallis statistics (Q2137589) (← links)
- Investigation of non-Gaussian effects in the Brazilian option market (Q2150222) (← links)
- Multiplicative noise, fast convolution and pricing (Q2879044) (← links)