Pages that link to "Item:Q1596868"
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The following pages link to Option pricing for stable and infinitely divisible asset returns (Q1596868):
Displaying 16 items.
- Stable distributions and the term structure of interest rates (Q699420) (← links)
- Infinite reload options: pricing and analysis (Q952078) (← links)
- The theory of geometric stable distributions and its use in modeling financial data (Q1330574) (← links)
- Integral and asymptotic representations of geo-stable densities (Q1352361) (← links)
- New characterization of Marshall-Olkin-type distributions via bivariate random summation scheme (Q1380645) (← links)
- An empirical model of volatility of returns and option pricing (Q1409097) (← links)
- Option pricing for stable and infinitely divisible asset returns (Q1596868) (← links)
- Binomial option pricing with nonidentically distributed returns and its implications (Q1596873) (← links)
- A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) (← links)
- Maximum likelihood estimation of stable Paretian models. (Q1596882) (← links)
- Optimal geometric mean returns of stocks and their options (Q1929676) (← links)
- A study on regional financial risks based on \textit{CoCVaR} model (Q2039164) (← links)
- Boundary conditions for two-sided fractional diffusion (Q2311506) (← links)
- Extreme value theory with operator norming (Q2443883) (← links)
- A \(\tau \)-preconditioner for a non-symmetric linear system arising from multi-dimensional Riemann-Liouville fractional diffusion equation (Q2679684) (← links)
- Stochastic Expansion for the Pricing of Call Options with Discrete Dividends (Q5363200) (← links)
